+223.4%
CRWD vs FROG
+195.3%
+28.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.1% |
| 7D | +5.8% | +48.2% | -42.4% | -13.3% |
| 30D | -12.0% | +11.4% | -23.4% | -18.4% |
| 3M | +3.6% | +28.5% | -24.9% | -9.4% |
| 6M | +68.3% | +63.7% | +4.6% | +31.3% |
| YTD | +96.2% | +77.1% | +19.1% | +42.3% |
| 1Y | +68.4% | +79.3% | -10.9% | +21.2% |
| 3Y | +368.4% | +323.8% | +44.6% | +88.6% |
| 5Y | +223.4% | +198.9% | +24.5% | +53.9% |
| All | +223.4% | +195.3% | +28.1% | +53.9% |
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 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