+7,335.0%
FTNT vs CASY
+2,419.9%
+4,915.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | -3.5% | +5.0% | -8.5% | -4.8% |
| 30D | -36.5% | +8.2% | -44.7% | -38.0% |
| 3M | -24.7% | -18.2% | -6.6% | -21.2% |
| 6M | +8.3% | -18.6% | +26.9% | +12.5% |
| YTD | +55.6% | +26.8% | +28.8% | +40.3% |
| 1Y | +50.2% | +31.6% | +18.6% | +33.7% |
| 3Y | +143.2% | +156.5% | -13.4% | +72.2% |
| 5Y | +85.5% | +258.6% | -173.2% | +17.0% |
| 10Y | +1,868.3% | +550.3% | +1,318.0% | +899.6% |
| All | +7,335.0% | +2,419.9% | +4,915.2% | +2,418.7% |
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