+104.5%
FTNT vs CPRT
-31.2%
+135.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.1% |
| 7D | -5.8% | +2.2% | -8.1% | -6.0% |
| 30D | -4.8% | +16.6% | -21.4% | -6.4% |
| 3M | +4.4% | +9.6% | -5.2% | +3.8% |
| 6M | +88.8% | -11.1% | +99.9% | +101.8% |
| YTD | +96.8% | -13.9% | +110.7% | +112.5% |
| 1Y | +104.5% | -32.5% | +137.0% | +129.5% |
| All | +104.5% | -31.2% | +135.7% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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