+35.2%
FROG vs CLBK
+131.5%
-96.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -11.3% | +1.2% | -12.5% | -11.5% |
| 30D | +3.6% | +9.1% | -5.5% | +1.6% |
| 3M | +1.7% | +27.7% | -26.0% | -3.9% |
| 6M | +123.5% | +40.8% | +82.7% | +106.7% |
| YTD | +40.2% | +66.4% | -26.1% | +24.5% |
| 1Y | +81.0% | +72.4% | +8.6% | +59.2% |
| 3Y | +194.8% | +50.7% | +144.1% | +162.7% |
| 5Y | +131.8% | +42.9% | +88.9% | +106.9% |
| All | +35.2% | +131.5% | -96.3% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling