+51.8%
FTNT vs CART
+61.3%
-9.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | -25.7% | +1.4% | -27.0% | -25.8% |
| 30D | -29.7% | +29.7% | -59.4% | -32.1% |
| 3M | -23.1% | +29.7% | -52.8% | -26.1% |
| 6M | +45.0% | +36.8% | +8.2% | +37.6% |
| YTD | +62.9% | +31.7% | +31.3% | +57.9% |
| 1Y | +51.8% | +62.4% | -10.5% | +34.0% |
| All | +51.8% | +61.3% | -9.5% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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