+1,298.7%
CRDO vs FTNT
+183.1%
+1,115.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.4% |
| 7D | -4.5% | -0.1% | -4.3% | -4.5% |
| 30D | -39.2% | -3.0% | -36.3% | -38.3% |
| 3M | -38.5% | +7.6% | -46.0% | -40.3% |
| 6M | +40.6% | +87.0% | -46.4% | +5.7% |
| YTD | +13.2% | +96.5% | -83.3% | -17.2% |
| 1Y | +2.3% | +92.9% | -90.7% | -24.0% |
| 3Y | +942.5% | +139.8% | +802.7% | +624.3% |
| All | +1,298.7% | +183.1% | +1,115.6% | +747.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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