+2,111.2%
FTNT vs CASY
+464.4%
+1,646.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.1% |
| 7D | +1.6% | -17.2% | +18.8% | +6.4% |
| 30D | -1.9% | -24.4% | +22.5% | +5.1% |
| 3M | +14.4% | -31.4% | +45.8% | +25.5% |
| 6M | +88.7% | -8.9% | +97.6% | +88.2% |
| YTD | +100.0% | +13.8% | +86.2% | +85.3% |
| 1Y | +99.9% | +17.0% | +82.9% | +83.1% |
| 3Y | +147.9% | +163.1% | -15.2% | +68.9% |
| 5Y | +155.8% | +239.0% | -83.2% | +59.0% |
| All | +2,111.2% | +464.4% | +1,646.7% | +1,056.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling