+1,341.4%
CRDO vs FROG
+255.4%
+1,086.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +1.6% | -4.8% | +6.4% | +3.3% |
| 30D | -30.0% | -0.9% | -29.1% | -30.0% |
| 3M | -28.3% | +7.5% | -35.8% | -30.7% |
| 6M | +44.8% | +107.0% | -62.2% | +7.7% |
| YTD | +16.7% | +39.8% | -23.1% | -2.1% |
| 1Y | +12.7% | +74.8% | -62.1% | -14.9% |
| 3Y | +960.1% | +219.3% | +740.8% | +473.8% |
| All | +1,341.4% | +255.4% | +1,086.0% | +595.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling