-67.9%
CLSK vs FROG
+207.6%
-275.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.7% | -5.5% | -4.2% |
| 7D | +8.0% | +12.5% | -4.5% | +1.7% |
| 30D | -27.9% | +23.5% | -51.4% | -36.5% |
| 3M | -42.3% | +19.4% | -61.7% | -49.1% |
| 6M | -50.0% | +77.0% | -127.0% | -65.5% |
| YTD | -34.3% | +81.9% | -116.2% | -59.0% |
| 1Y | -44.5% | +90.7% | -135.2% | -66.5% |
| 3Y | +74.5% | +328.5% | -254.0% | -55.8% |
| All | -67.9% | +207.6% | -275.5% | -90.0% |
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