+208.6%
FROG vs CLBK
+57.4%
+151.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -11.3% | +1.2% | -12.5% | -11.6% |
| 30D | +3.6% | +9.1% | -5.5% | +0.8% |
| 3M | +1.7% | +27.7% | -26.0% | -6.2% |
| 6M | +123.5% | +40.8% | +82.7% | +99.6% |
| YTD | +40.2% | +66.4% | -26.1% | +17.8% |
| 1Y | +81.0% | +72.4% | +8.6% | +49.8% |
| All | +208.6% | +57.4% | +151.2% | +151.0% |
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 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