+1,947.1%
FTNT vs CHRW
+128.5%
+1,818.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.7% | +1.0% |
| 7D | +5.7% | +4.7% | +1.0% | +4.4% |
| 30D | -32.1% | -2.6% | -29.5% | -31.6% |
| 3M | -19.5% | -8.0% | -11.5% | -18.0% |
| 6M | +13.8% | -19.0% | +32.8% | +18.6% |
| YTD | +63.1% | -15.5% | +78.6% | +66.3% |
| 1Y | +57.7% | -10.8% | +68.5% | +58.2% |
| 3Y | +154.9% | +79.8% | +75.1% | +94.6% |
| 5Y | +89.3% | +59.3% | +30.0% | +48.4% |
| All | +1,947.1% | +128.5% | +1,818.6% | +1,287.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling