+69.0%
FROG vs CLBK
+125.6%
-56.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.7% |
| 7D | +26.8% | +2.2% | +24.7% | +26.4% |
| 30D | +10.6% | +5.0% | +5.6% | +9.4% |
| 3M | +27.2% | +3.3% | +23.9% | +26.2% |
| 6M | +58.7% | +29.6% | +29.1% | +49.5% |
| YTD | +75.3% | +62.1% | +13.2% | +56.4% |
| 1Y | +71.1% | +64.3% | +6.7% | +52.2% |
| 3Y | +319.6% | +55.6% | +264.0% | +273.0% |
| 5Y | +195.7% | +29.3% | +166.4% | +164.5% |
| All | +69.0% | +125.6% | -56.5% | +60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling