+96.6%
FTNT vs CART
+38.4%
+58.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | -12.7% | +3.0% | -15.6% | -13.0% |
| 30D | -37.2% | +28.6% | -65.8% | -39.0% |
| 3M | -25.8% | +29.1% | -54.8% | -28.1% |
| 6M | +32.1% | +44.7% | -12.6% | +25.8% |
| YTD | +49.7% | +29.2% | +20.4% | +43.9% |
| 1Y | +47.6% | +66.2% | -18.6% | +37.8% |
| 3Y | +137.2% | +112.8% | +24.4% | +115.8% |
| All | +96.6% | +38.4% | +58.2% | +78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling