+162.8%
FTNT vs CHTR
-81.7%
+244.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.5% | -2.4% |
| 7D | -0.1% | -4.1% | +4.0% | +0.5% |
| 30D | -3.0% | -3.0% | 0.0% | -2.9% |
| 3M | +7.6% | +4.8% | +2.8% | +5.7% |
| 6M | +87.0% | -35.0% | +122.0% | +98.6% |
| YTD | +96.5% | -30.2% | +126.7% | +104.4% |
| 1Y | +92.9% | -44.8% | +137.7% | +112.0% |
| 3Y | +139.8% | -66.6% | +206.4% | +193.0% |
| All | +162.8% | -81.7% | +244.5% | +260.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling