+821.8%
FTNT vs CARR
+414.1%
+407.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.6% |
| 7D | +1.6% | -4.1% | +5.7% | +2.7% |
| 30D | -1.9% | -11.0% | +9.1% | +1.0% |
| 3M | +14.4% | -16.4% | +30.7% | +19.3% |
| 6M | +88.7% | -2.4% | +91.0% | +86.4% |
| YTD | +100.0% | +8.4% | +91.6% | +91.2% |
| 1Y | +99.9% | -8.0% | +107.8% | +99.8% |
| 3Y | +147.9% | +0.6% | +147.4% | +136.2% |
| 5Y | +155.8% | +7.7% | +148.1% | +128.0% |
| All | +821.8% | +414.1% | +407.8% | +701.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling