+89.8%
FTNT vs COR
+203.9%
-114.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.7% | -2.3% |
| 7D | +7.1% | +7.8% | -0.8% | +5.7% |
| 30D | -30.9% | +7.0% | -37.9% | -31.7% |
| 3M | -23.1% | +16.3% | -39.4% | -25.2% |
| 6M | +8.1% | +41.3% | -33.2% | +0.3% |
| YTD | +60.2% | +7.1% | +53.1% | +56.5% |
| 1Y | +57.0% | -0.8% | +57.8% | +56.9% |
| 3Y | +152.9% | +85.0% | +67.9% | +99.3% |
| All | +89.8% | +203.9% | -114.1% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling