+2,754.7%
CLS vs FROG
+41.7%
+2,713.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +35.3% | -34.8% | -6.7% |
| 7D | -22.2% | +7.0% | -29.1% | -23.9% |
| 30D | -44.4% | +2.9% | -47.3% | -45.2% |
| 3M | -34.3% | +21.6% | -55.9% | -37.8% |
| 6M | -50.1% | +87.7% | -137.7% | -57.4% |
| YTD | -30.1% | +61.7% | -91.8% | -39.6% |
| 1Y | -39.3% | +113.7% | -153.0% | -51.4% |
| 3Y | +732.7% | +267.7% | +465.0% | +476.2% |
| 5Y | +1,777.2% | +158.8% | +1,618.4% | +1,178.9% |
| All | +2,754.7% | +41.7% | +2,713.0% | +1,925.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling