+57.0%
FTNT vs COR
-0.1%
+57.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.7% | -1.6% |
| 7D | +7.1% | +7.8% | -0.8% | +7.7% |
| 30D | -30.9% | +7.0% | -37.9% | -30.3% |
| 3M | -23.1% | +16.3% | -39.4% | -22.2% |
| 6M | +8.1% | +41.3% | -33.2% | +8.6% |
| YTD | +60.2% | +7.1% | +53.1% | +59.6% |
| 1Y | +57.0% | -0.8% | +57.8% | +57.1% |
| All | +57.0% | -0.1% | +57.1% | +57.1% |
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