+1,298.7%
CRDO vs FROG
+254.8%
+1,043.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.2% |
| 7D | -4.5% | -0.5% | -4.0% | -4.3% |
| 30D | -39.2% | +1.3% | -40.6% | -39.7% |
| 3M | -38.5% | +11.1% | -49.5% | -41.2% |
| 6M | +40.6% | +108.3% | -67.7% | +4.3% |
| YTD | +13.2% | +39.6% | -26.3% | -5.0% |
| 1Y | +2.3% | +74.7% | -72.5% | -22.7% |
| 3Y | +942.5% | +224.1% | +718.5% | +459.9% |
| All | +1,298.7% | +254.8% | +1,043.9% | +575.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling