+145.8%
FTNT vs CHRW
+86.2%
+59.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | -2.7% | +1.9% | -4.6% | -2.9% |
| 30D | -1.4% | +0.9% | -2.3% | -1.5% |
| 3M | +10.1% | -19.9% | +30.0% | +12.5% |
| 6M | +88.2% | -15.8% | +104.0% | +90.6% |
| YTD | +98.3% | -5.6% | +103.9% | +98.8% |
| 1Y | +96.0% | +21.0% | +74.9% | +91.9% |
| 3Y | +145.8% | +86.0% | +59.7% | +127.8% |
| All | +145.8% | +86.2% | +59.6% | +127.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling