+122.5%
CRWV vs FTNT
+57.5%
+64.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | +0.4% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -17.4% | -3.0% | -14.4% | -16.9% |
| 3M | -7.1% | +7.6% | -14.6% | -10.2% |
| 6M | +8.6% | +87.0% | -78.4% | -16.1% |
| YTD | +24.3% | +96.5% | -72.3% | -6.8% |
| 1Y | -21.0% | +92.9% | -114.0% | -39.8% |
| All | +122.5% | +57.5% | +64.9% | +73.5% |
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