+104.5%
FTNT vs CHRW
+16.7%
+87.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.1% |
| 7D | -5.8% | -1.8% | -4.0% | -5.6% |
| 30D | -4.8% | -3.9% | -0.9% | -4.3% |
| 3M | +4.4% | -19.7% | +24.2% | +6.9% |
| 6M | +88.8% | -21.7% | +110.5% | +92.8% |
| YTD | +96.8% | -7.5% | +104.3% | +99.5% |
| 1Y | +104.5% | +17.3% | +87.1% | +110.4% |
| All | +104.5% | +16.7% | +87.7% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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