+138.2%
FTNT vs CORZ
+237.5%
-99.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | +0.4% |
| 7D | -2.7% | +16.6% | -19.3% | -3.9% |
| 30D | -1.4% | -10.9% | +9.5% | -0.7% |
| 3M | +10.1% | -31.0% | +41.1% | +12.6% |
| 6M | +88.2% | +26.0% | +62.2% | +81.1% |
| YTD | +98.3% | +28.6% | +69.7% | +90.0% |
| 1Y | +96.0% | +34.5% | +61.5% | +86.2% |
| All | +138.2% | +237.5% | -99.3% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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