+1,484.7%
CRM vs FTNT
+9,080.6%
-7,595.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +29.9% |
| 3M | +48.8% | +7.6% | +41.2% | +44.0% |
| 6M | +28.3% | +87.0% | -58.7% | -1.9% |
| YTD | -6.0% | +96.5% | -102.6% | -29.7% |
| 1Y | +1.4% | +92.9% | -91.5% | -23.6% |
| 3Y | +11.8% | +139.8% | -128.0% | -26.4% |
| 5Y | -2.0% | +151.3% | -153.3% | -40.5% |
| 10Y | +239.6% | +2,082.2% | -1,842.6% | -15.0% |
| All | +1,484.7% | +9,080.6% | -7,595.9% | +106.0% |
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