-23.8%
CLX vs FROG
+73.6%
-97.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | -3.5% | -5.5% | +2.0% | -3.8% |
| 30D | -11.9% | -3.1% | -8.8% | -11.9% |
| 3M | -2.6% | +1.2% | -3.9% | -2.2% |
| 6M | -18.2% | +113.7% | -131.8% | -14.5% |
| YTD | -5.9% | +38.9% | -44.8% | -2.3% |
| 1Y | -23.8% | +72.0% | -95.8% | -21.7% |
| All | -23.8% | +73.6% | -97.4% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling