+380.0%
CRWD vs FTNT
+140.8%
+239.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.7% | +0.1% |
| 7D | -3.0% | -0.1% | -2.8% | -2.9% |
| 30D | -6.8% | -3.0% | -3.8% | -4.1% |
| 3M | +19.6% | +7.6% | +12.0% | +16.2% |
| 6M | +87.1% | +87.0% | +0.1% | +33.7% |
| YTD | +76.4% | +96.5% | -20.1% | +23.3% |
| 1Y | +90.8% | +92.9% | -2.1% | +34.4% |
| 3Y | +380.0% | +139.8% | +240.1% | +269.7% |
| All | +380.0% | +140.8% | +239.2% | +269.7% |
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