-46.1%
CLX vs FROG
+21.7%
-67.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | -3.5% | -5.5% | +2.0% | -3.6% |
| 30D | -11.9% | -3.1% | -8.8% | -11.9% |
| 3M | -2.6% | +1.2% | -3.9% | -2.6% |
| 6M | -18.2% | +113.7% | -131.8% | -18.3% |
| YTD | -5.9% | +38.9% | -44.8% | -5.7% |
| 1Y | -23.8% | +72.0% | -95.8% | -24.0% |
| 3Y | -33.6% | +217.1% | -250.7% | -35.2% |
| 5Y | -35.7% | +130.6% | -166.3% | -37.0% |
| All | -46.1% | +21.7% | -67.8% | -45.6% |
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