-34.0%
CLX vs FROG
+129.7%
-163.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.3% |
| 7D | -9.2% | -11.3% | +2.0% | -9.3% |
| 30D | -11.0% | +3.6% | -14.7% | -11.0% |
| 3M | +5.0% | +1.7% | +3.4% | +5.1% |
| 6M | -18.8% | +123.5% | -142.3% | -18.4% |
| YTD | -4.4% | +40.2% | -44.7% | -3.7% |
| 1Y | -21.9% | +81.0% | -102.8% | -21.5% |
| 3Y | -32.8% | +194.8% | -227.5% | -33.7% |
| All | -34.0% | +129.7% | -163.7% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling