+154.7%
FTNT vs CHRW
+79.2%
+75.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +3.1% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -33.6% | -4.3% | -29.3% | -33.2% |
| 3M | -20.9% | -7.4% | -13.5% | -20.2% |
| 6M | +11.0% | -20.7% | +31.7% | +13.4% |
| YTD | +61.3% | -15.9% | +77.2% | +63.9% |
| 1Y | +53.1% | -9.9% | +63.0% | +54.7% |
| All | +154.7% | +79.2% | +75.5% | +141.2% |
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 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