+57.0%
FTNT vs CART
+49.3%
+7.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | +7.1% | +1.3% | +5.8% | +6.8% |
| 30D | -30.9% | +19.2% | -50.0% | -32.3% |
| 3M | -23.1% | +17.6% | -40.7% | -24.7% |
| 6M | +8.1% | +47.4% | -39.3% | +1.9% |
| YTD | +60.2% | +30.9% | +29.3% | +54.8% |
| 1Y | +57.0% | +46.0% | +11.0% | +47.1% |
| All | +57.0% | +49.3% | +7.7% | +47.1% |
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