+31.9%
CLSK vs FROG
+21.7%
+10.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.7% |
| 7D | +21.9% | -5.5% | +27.4% | +25.2% |
| 30D | +9.6% | -3.1% | +12.7% | +10.1% |
| 3M | -18.4% | +1.2% | -19.6% | -20.8% |
| 6M | +46.4% | +113.7% | -67.3% | -8.0% |
| YTD | +33.2% | +38.9% | -5.7% | +0.9% |
| 1Y | +47.0% | +72.0% | -25.0% | -4.4% |
| 3Y | +206.4% | +217.1% | -10.7% | +15.9% |
| 5Y | +5.4% | +130.6% | -125.2% | -56.0% |
| All | +31.9% | +21.7% | +10.2% | -37.0% |
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 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