+146.6%
FTNT vs CASY
+155.2%
-8.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +3.0% |
| 7D | -3.0% | +3.6% | -6.5% | -3.3% |
| 30D | -37.1% | +7.2% | -44.3% | -37.6% |
| 3M | -23.3% | -16.9% | -6.4% | -21.9% |
| 6M | +7.4% | -19.3% | +26.7% | +9.7% |
| YTD | +54.2% | +25.6% | +28.6% | +43.3% |
| 1Y | +49.7% | +30.2% | +19.6% | +37.9% |
| 3Y | +146.6% | +154.9% | -8.3% | +106.3% |
| All | +146.6% | +155.2% | -8.6% | +106.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling