+3,269.5%
CLS vs FROG
+129.7%
+3,139.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.6% |
| 7D | +4.6% | -11.3% | +15.9% | +7.5% |
| 30D | -13.9% | +3.6% | -17.5% | -14.9% |
| 3M | -26.6% | +1.7% | -28.2% | -27.6% |
| 6M | +15.4% | +123.5% | -108.1% | -7.9% |
| YTD | +5.7% | +40.2% | -34.6% | -6.7% |
| 1Y | +41.1% | +81.0% | -39.9% | +14.2% |
| 3Y | +1,228.6% | +194.8% | +1,033.8% | +787.4% |
| All | +3,269.5% | +129.7% | +3,139.8% | +2,356.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling