+139.8%
FTNT vs CHTR
-65.7%
+205.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.5% | -2.1% |
| 7D | -0.1% | -4.1% | +4.0% | +0.2% |
| 30D | -3.0% | -3.0% | 0.0% | -2.9% |
| 3M | +7.6% | +4.8% | +2.8% | +6.6% |
| 6M | +87.0% | -35.0% | +122.0% | +93.1% |
| YTD | +96.5% | -30.2% | +126.7% | +100.5% |
| 1Y | +92.9% | -44.8% | +137.7% | +103.4% |
| 3Y | +139.8% | -66.6% | +206.4% | +165.3% |
| All | +139.8% | -65.7% | +205.5% | +165.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling