+104.5%
FTNT vs CARR
-3.6%
+108.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -5.8% | +1.6% | -7.4% | -5.9% |
| 30D | -4.8% | -8.7% | +4.0% | -4.6% |
| 3M | +4.4% | -12.6% | +17.0% | +4.7% |
| 6M | +88.8% | -1.5% | +90.3% | +89.1% |
| YTD | +96.8% | +14.3% | +82.5% | +91.7% |
| 1Y | +104.5% | -4.6% | +109.0% | +111.0% |
| All | +104.5% | -3.6% | +108.0% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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