+57.0%
FTNT vs CASY
+32.9%
+24.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.8% |
| 7D | +7.1% | +3.6% | +3.5% | +7.2% |
| 30D | -30.9% | +9.1% | -39.9% | -30.5% |
| 3M | -23.1% | -16.5% | -6.6% | -23.7% |
| 6M | +8.1% | -19.7% | +27.8% | +8.0% |
| YTD | +60.2% | +29.3% | +30.9% | +52.8% |
| 1Y | +57.0% | +33.1% | +23.9% | +48.8% |
| All | +57.0% | +32.9% | +24.2% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling