+591.1%
CRWD vs FROG
+59.4%
+531.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.5% |
| 7D | +4.5% | +12.5% | -8.0% | -0.4% |
| 30D | -9.1% | +23.5% | -32.6% | -18.8% |
| 3M | +0.5% | +19.4% | -18.9% | -8.5% |
| 6M | +61.1% | +77.0% | -15.9% | +24.3% |
| YTD | +93.4% | +81.9% | +11.5% | +42.2% |
| 1Y | +71.1% | +90.7% | -19.6% | +23.2% |
| 3Y | +351.1% | +328.5% | +22.5% | +104.6% |
| 5Y | +218.8% | +207.0% | +11.8% | +50.7% |
| All | +591.1% | +59.4% | +531.8% | +264.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling