+9,303.7%
FTNT vs CHRW
+269.8%
+9,033.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -5.8% | -1.4% | -4.4% | -5.4% |
| 30D | -4.8% | -3.5% | -1.3% | -3.6% |
| 3M | +4.4% | -19.4% | +23.8% | +11.0% |
| 6M | +88.8% | -21.4% | +110.1% | +101.3% |
| YTD | +96.8% | -7.1% | +103.9% | +96.3% |
| 1Y | +104.5% | +17.8% | +86.6% | +84.9% |
| 3Y | +156.8% | +78.8% | +78.0% | +88.7% |
| 5Y | +144.1% | +83.5% | +60.5% | +72.8% |
| 10Y | +2,021.8% | +160.2% | +1,861.5% | +1,102.5% |
| All | +9,303.7% | +269.8% | +9,033.9% | +4,005.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling