-18.8%
CLX vs FROG
+114.1%
-132.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.6% |
| 7D | -9.2% | -11.3% | +2.0% | -10.0% |
| 30D | -11.0% | +3.6% | -14.7% | -10.3% |
| 3M | +5.0% | +1.7% | +3.4% | +5.9% |
| 6M | -18.8% | +123.5% | -142.3% | -11.9% |
| All | -18.8% | +114.1% | -132.9% | -11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling