+8,537.8%
FTNT vs CHTR
+301.6%
+8,236.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.0% | -3.9% | -0.3% |
| 7D | +1.6% | -7.1% | +8.7% | +3.5% |
| 30D | -1.9% | -10.9% | +9.0% | +0.5% |
| 3M | +14.4% | +2.0% | +12.4% | +12.1% |
| 6M | +88.7% | -35.9% | +124.6% | +105.9% |
| YTD | +100.0% | -32.7% | +132.7% | +113.8% |
| 1Y | +99.9% | -46.6% | +146.4% | +128.8% |
| 3Y | +147.9% | -66.7% | +214.7% | +214.5% |
| 5Y | +155.8% | -82.1% | +237.9% | +294.6% |
| 10Y | +2,121.1% | -46.8% | +2,167.8% | +2,196.3% |
| All | +8,537.8% | +301.6% | +8,236.2% | +3,934.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling