-61.8%
CRWV vs FTNT
+44.8%
-106.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -5.3% | -4.5% | -8.5% |
| 7D | -28.1% | -11.9% | -16.2% | -25.9% |
| 30D | -52.4% | -35.9% | -16.4% | -48.1% |
| 3M | -51.4% | -25.4% | -26.1% | -47.9% |
| 6M | -65.9% | +36.2% | -102.1% | -67.3% |
| YTD | -39.0% | +54.3% | -93.3% | -46.3% |
| 1Y | -61.8% | +42.5% | -104.3% | -63.9% |
| All | -61.8% | +44.8% | -106.6% | -63.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling