+318.3%
FROG vs CLBK
+51.8%
+266.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +5.0% | +6.5% |
| 7D | +27.1% | +1.8% | +25.3% | +26.6% |
| 30D | +5.8% | +5.1% | +0.7% | +4.3% |
| 3M | +20.8% | +5.2% | +15.7% | +18.9% |
| 6M | +53.3% | +28.6% | +24.8% | +41.8% |
| YTD | +73.2% | +61.4% | +11.8% | +48.3% |
| 1Y | +80.3% | +64.7% | +15.6% | +53.3% |
| 3Y | +318.3% | +55.1% | +263.2% | +255.6% |
| All | +318.3% | +51.8% | +266.5% | +255.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling