+104.5%
FTNT vs CHTR
-41.9%
+146.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -5.8% | -1.1% | -4.8% | -5.8% |
| 30D | -4.8% | -0.8% | -4.0% | -4.7% |
| 3M | +4.4% | +17.8% | -13.4% | +3.9% |
| 6M | +88.8% | -34.5% | +123.3% | +90.3% |
| YTD | +96.8% | -27.2% | +124.0% | +95.7% |
| 1Y | +104.5% | -41.4% | +145.9% | +112.8% |
| All | +104.5% | -41.9% | +146.4% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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