-12.7%
CLX vs FROG
+274.0%
-286.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +35.3% | -35.1% | +1.4% |
| 7D | +13.6% | +7.0% | +6.6% | +14.0% |
| 30D | +23.4% | +2.9% | +20.5% | +23.7% |
| 3M | -2.8% | +21.6% | -24.4% | -1.9% |
| 6M | +14.0% | +87.7% | -73.7% | +16.8% |
| YTD | +4.2% | +61.7% | -57.5% | +7.0% |
| 1Y | -1.2% | +113.7% | -114.8% | +1.7% |
| 3Y | -12.7% | +267.7% | -280.4% | -6.0% |
| All | -12.7% | +274.0% | -286.7% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling