-34.9%
CLSK vs FROG
+59.4%
-94.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.7% | -5.5% | -4.1% |
| 7D | +8.0% | +12.5% | -4.5% | +2.0% |
| 30D | -27.9% | +23.5% | -51.4% | -36.0% |
| 3M | -42.3% | +19.4% | -61.7% | -48.6% |
| 6M | -50.0% | +77.0% | -127.0% | -64.6% |
| YTD | -34.3% | +81.9% | -116.2% | -57.5% |
| 1Y | -44.5% | +90.7% | -135.2% | -65.1% |
| 3Y | +74.5% | +328.5% | -254.0% | -44.8% |
| 5Y | -69.0% | +207.0% | -276.0% | -88.9% |
| All | -34.9% | +59.4% | -94.3% | -73.5% |
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