+925.7%
CRDO vs FROG
+224.1%
+701.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.1% | -5.0% |
| 7D | -2.4% | -2.2% | -0.2% | -1.8% |
| 30D | -35.3% | +3.0% | -38.2% | -35.9% |
| 3M | -32.6% | +10.3% | -42.9% | -34.9% |
| 6M | +42.7% | +116.7% | -74.0% | +10.0% |
| YTD | +11.4% | +41.9% | -30.5% | -3.6% |
| 1Y | -2.2% | +78.5% | -80.7% | -22.6% |
| All | +925.7% | +224.1% | +701.5% | +584.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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