+11.8%
CRM vs FTNT
+140.8%
-128.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.7% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | +28.1% | -3.0% | +31.1% | +29.8% |
| 3M | +48.8% | +7.6% | +41.2% | +44.2% |
| 6M | +28.3% | +87.0% | -58.7% | -0.3% |
| YTD | -6.0% | +96.5% | -102.6% | -28.4% |
| 1Y | +1.4% | +92.9% | -91.5% | -22.2% |
| 3Y | +11.8% | +139.8% | -128.0% | -13.3% |
| All | +11.8% | +140.8% | -128.9% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling