+154.7%
FTNT vs CART
+135.4%
+19.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.6% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | -33.6% | +23.1% | -56.7% | -35.3% |
| 3M | -20.9% | +19.2% | -40.1% | -22.8% |
| 6M | +11.0% | +45.7% | -34.7% | +5.1% |
| YTD | +61.3% | +30.9% | +30.4% | +54.2% |
| 1Y | +53.1% | +50.2% | +2.9% | +43.6% |
| All | +154.7% | +135.4% | +19.3% | +128.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling