+205.5%
CLSK vs FROG
+224.1%
-18.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.1% |
| 7D | +1.7% | -2.2% | +3.9% | +2.4% |
| 30D | +11.1% | +3.0% | +8.1% | +9.3% |
| 3M | -14.1% | +10.3% | -24.4% | -18.0% |
| 6M | +32.9% | +116.7% | -83.8% | -2.4% |
| YTD | +26.5% | +41.9% | -15.4% | +6.1% |
| 1Y | +27.6% | +78.5% | -50.9% | -3.9% |
| All | +205.5% | +224.1% | -18.6% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling