-7.8%
CLX vs FROG
+335.2%
-343.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +1.2% |
| 7D | +9.5% | +12.5% | -3.0% | +9.9% |
| 30D | +30.7% | +23.5% | +7.2% | +31.8% |
| 3M | +4.2% | +19.4% | -15.2% | +5.1% |
| 6M | +22.1% | +77.0% | -54.9% | +24.8% |
| YTD | +14.1% | +81.9% | -67.8% | +17.5% |
| 1Y | +10.3% | +90.7% | -80.4% | +13.7% |
| 3Y | -7.8% | +328.5% | -336.3% | -1.1% |
| All | -7.8% | +335.2% | -343.1% | -1.1% |
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