+85.4%
FROG vs CLBK
+65.7%
+19.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.6% |
| 7D | -14.1% | +4.6% | -18.7% | -14.7% |
| 30D | -11.8% | -1.5% | -10.3% | -11.4% |
| 3M | +0.1% | +4.4% | -4.2% | -0.4% |
| 6M | +64.2% | +31.7% | +32.5% | +58.2% |
| YTD | +38.2% | +58.7% | -20.5% | +30.6% |
| 1Y | +85.4% | +64.9% | +20.5% | +72.2% |
| All | +85.4% | +65.7% | +19.7% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling