+74.8%
FROG vs CLBK
+67.6%
+7.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.0% |
| 7D | -4.8% | -1.5% | -3.3% | -4.4% |
| 30D | -0.9% | +6.7% | -7.6% | -2.4% |
| 3M | +7.5% | +21.2% | -13.7% | +2.4% |
| 6M | +107.0% | +42.0% | +65.0% | +91.0% |
| YTD | +39.8% | +63.3% | -23.5% | +23.9% |
| 1Y | +74.8% | +65.4% | +9.4% | +54.9% |
| All | +74.8% | +67.6% | +7.2% | +54.9% |
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