+99.9%
FTNT vs COR
+8.7%
+91.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.0% |
| 7D | +1.6% | -4.8% | +6.4% | +1.2% |
| 30D | -1.9% | -3.7% | +1.8% | -2.0% |
| 3M | +14.4% | +14.3% | 0.0% | +14.6% |
| 6M | +88.7% | -8.5% | +97.1% | +85.0% |
| YTD | +100.0% | -4.4% | +104.4% | +97.9% |
| 1Y | +99.9% | +9.1% | +90.7% | +100.0% |
| All | +99.9% | +8.7% | +91.2% | +100.0% |
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