+3.3%
CLSK vs FROG
+132.7%
-129.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.8% |
| 7D | +17.2% | -4.8% | +22.0% | +20.1% |
| 30D | +14.6% | -0.9% | +15.5% | +13.7% |
| 3M | -16.8% | +7.5% | -24.3% | -22.0% |
| 6M | +38.2% | +107.0% | -68.8% | -14.5% |
| YTD | +31.2% | +39.8% | -8.6% | -2.8% |
| 1Y | +37.3% | +74.8% | -37.5% | -14.8% |
| 3Y | +201.8% | +219.3% | -17.5% | -3.5% |
| All | +3.3% | +132.7% | -129.3% | -63.8% |
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