+51.8%
FTNT vs COR
+5.5%
+46.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | +1.5% |
| 7D | -25.7% | +9.1% | -34.8% | -24.8% |
| 30D | -29.7% | +12.4% | -42.1% | -28.8% |
| 3M | -23.1% | +15.8% | -38.9% | -22.0% |
| 6M | +45.0% | +17.1% | +27.9% | +45.1% |
| YTD | +62.9% | +5.4% | +57.5% | +62.8% |
| 1Y | +51.8% | +3.5% | +48.3% | +51.0% |
| All | +51.8% | +5.5% | +46.4% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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