+9,303.7%
FTNT vs CASY
+2,625.1%
+6,678.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -5.8% | +0.1% | -5.9% | -5.9% |
| 30D | -4.8% | -11.3% | +6.6% | -1.8% |
| 3M | +4.4% | -0.6% | +5.1% | +3.1% |
| 6M | +88.8% | +10.7% | +78.1% | +79.6% |
| YTD | +96.8% | +37.1% | +59.7% | +74.8% |
| 1Y | +104.5% | +52.3% | +52.2% | +75.3% |
| 3Y | +156.8% | +215.2% | -58.4% | +70.9% |
| 5Y | +144.1% | +276.5% | -132.4% | +52.8% |
| 10Y | +2,021.8% | +508.4% | +1,513.4% | +1,005.0% |
| All | +9,303.7% | +2,625.1% | +6,678.7% | +3,038.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling