-40.4%
CLX vs FROG
+41.7%
-82.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +35.3% | -35.1% | +0.5% |
| 7D | +13.6% | +7.0% | +6.6% | +13.7% |
| 30D | +23.4% | +2.9% | +20.5% | +23.4% |
| 3M | -2.8% | +21.6% | -24.4% | -2.7% |
| 6M | +14.0% | +87.7% | -73.7% | +14.1% |
| YTD | +4.2% | +61.7% | -57.5% | +4.5% |
| 1Y | -1.2% | +113.7% | -114.8% | -1.3% |
| 3Y | -12.7% | +267.7% | -280.4% | -14.4% |
| 5Y | -26.5% | +158.8% | -185.3% | -27.8% |
| All | -40.4% | +41.7% | -82.1% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling