+9,303.7%
FTNT vs COR
+1,917.0%
+7,386.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.6% |
| 7D | -5.8% | +2.8% | -8.6% | -6.8% |
| 30D | -4.8% | +4.5% | -9.3% | -6.4% |
| 3M | +4.4% | +22.7% | -18.2% | -3.1% |
| 6M | +88.8% | -9.7% | +98.5% | +92.6% |
| YTD | +96.8% | -1.4% | +98.2% | +93.7% |
| 1Y | +104.5% | +13.9% | +90.5% | +90.1% |
| 3Y | +156.8% | +94.0% | +62.8% | +93.3% |
| 5Y | +144.1% | +184.0% | -40.0% | +58.6% |
| 10Y | +2,021.8% | +406.8% | +1,615.0% | +939.6% |
| All | +9,303.7% | +1,917.0% | +7,386.7% | +2,189.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling