+96.9%
FTNT vs CASY
+22.7%
+74.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.2% | +14.1% | -0.8% |
| 7D | +1.7% | -16.5% | +18.3% | +1.0% |
| 30D | -4.3% | -26.4% | +22.1% | -5.3% |
| 3M | +13.6% | -17.3% | +30.9% | +12.6% |
| 6M | +87.6% | -5.2% | +92.8% | +84.3% |
| YTD | +98.0% | +14.1% | +83.9% | +88.4% |
| 1Y | +96.9% | +16.6% | +80.3% | +87.6% |
| All | +96.9% | +22.7% | +74.2% | +87.6% |
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