+1,980.9%
CLS vs FROG
+207.6%
+1,773.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.7% | -8.1% | -6.0% |
| 7D | +16.3% | +12.5% | +3.8% | +13.1% |
| 30D | -25.7% | +23.5% | -49.2% | -30.0% |
| 3M | -30.9% | +19.4% | -50.3% | -34.7% |
| 6M | -35.5% | +77.0% | -112.5% | -45.0% |
| YTD | -18.7% | +81.9% | -100.6% | -33.3% |
| 1Y | -17.9% | +90.7% | -108.6% | -33.5% |
| 3Y | +838.1% | +328.5% | +509.6% | +468.9% |
| All | +1,980.9% | +207.6% | +1,773.3% | +1,165.7% |
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