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  • CRM vs FTNT✓SelectedUSD · FTNTCRM vs FTNT performance historyLatest closeAs of+1.94%09/11
Stock and ETF performance explorer

CRM vs FTNT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,484.7%
FTNT return
+9,080.6%
Excess return
-7,595.9%
Maximum drawdown
-58.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFTNTExcessAlpha
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