-35.5%
CLX vs FROG
+55.2%
-90.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.3% |
| 7D | +8.5% | +48.2% | -39.7% | +8.8% |
| 30D | +30.0% | +11.4% | +18.6% | +30.1% |
| 3M | +3.8% | +28.5% | -24.8% | +4.0% |
| 6M | +24.6% | +63.7% | -39.1% | +24.8% |
| YTD | +12.8% | +77.1% | -64.3% | +13.2% |
| 1Y | +8.6% | +79.3% | -70.7% | +8.9% |
| 3Y | -8.6% | +323.8% | -332.4% | -10.6% |
| 5Y | -21.8% | +198.9% | -220.7% | -23.2% |
| All | -35.5% | +55.2% | -90.6% | -34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling