+141.6%
FTNT vs COR
+85.9%
+55.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.2% |
| 7D | +1.7% | -3.9% | +5.6% | +1.8% |
| 30D | -4.3% | -0.3% | -3.9% | -4.3% |
| 3M | +13.6% | +15.9% | -2.3% | +12.5% |
| 6M | +87.6% | -10.3% | +97.8% | +87.9% |
| YTD | +98.0% | -3.7% | +101.7% | +97.1% |
| 1Y | +96.9% | +9.1% | +87.8% | +92.3% |
| All | +141.6% | +85.9% | +55.7% | +173.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling