+162.8%
FTNT vs CARR
+8.3%
+154.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.3% |
| 7D | -0.1% | -3.8% | +3.6% | +1.2% |
| 30D | -3.0% | -8.9% | +5.9% | +0.4% |
| 3M | +7.6% | -17.3% | +24.9% | +14.8% |
| 6M | +87.0% | -1.4% | +88.3% | +82.0% |
| YTD | +96.5% | +10.0% | +86.5% | +80.8% |
| 1Y | +92.9% | -6.4% | +99.3% | +90.6% |
| 3Y | +139.8% | +1.5% | +138.3% | +113.1% |
| All | +162.8% | +8.3% | +154.5% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling