+33.8%
CLSK vs FROG
+22.3%
+11.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.7% | +8.5% | +7.6% |
| 7D | +7.7% | -0.5% | +8.2% | +7.8% |
| 30D | +12.2% | +1.3% | +10.9% | +10.0% |
| 3M | -15.5% | +11.1% | -26.5% | -21.7% |
| 6M | +39.3% | +108.3% | -69.0% | -11.3% |
| YTD | +35.1% | +39.6% | -4.5% | +2.0% |
| 1Y | +34.0% | +74.7% | -40.7% | -13.7% |
| 3Y | +226.3% | +224.1% | +2.2% | +21.5% |
| 5Y | +6.4% | +138.4% | -132.0% | -56.2% |
| All | +33.8% | +22.3% | +11.4% | -36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling