+96.6%
CRWD vs FROG
+76.4%
+20.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.1% |
| 7D | -2.8% | -2.2% | -0.7% | -2.0% |
| 30D | -5.9% | +3.0% | -8.8% | -6.3% |
| 3M | +29.0% | +10.3% | +18.7% | +24.7% |
| 6M | +91.5% | +116.7% | -25.2% | +46.0% |
| YTD | +78.2% | +41.9% | +36.3% | +52.0% |
| 1Y | +96.6% | +78.5% | +18.1% | +66.2% |
| All | +96.6% | +76.4% | +20.3% | +66.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling