+47.6%
FTNT vs CART
+60.1%
-12.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | -12.7% | +3.0% | -15.6% | -13.1% |
| 30D | -37.2% | +28.6% | -65.8% | -39.0% |
| 3M | -25.8% | +29.1% | -54.8% | -28.3% |
| 6M | +32.1% | +44.7% | -12.6% | +24.6% |
| YTD | +49.7% | +29.2% | +20.4% | +44.9% |
| 1Y | +47.6% | +66.2% | -18.6% | +34.6% |
| All | +47.6% | +60.1% | -12.5% | +34.6% |
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