+2,101.8%
FTNT vs CPRT
+420.0%
+1,681.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +2.7% |
| 7D | -2.7% | +0.4% | -3.1% | -3.0% |
| 30D | -1.4% | +9.9% | -11.3% | -7.5% |
| 3M | +10.1% | +5.6% | +4.4% | +4.1% |
| 6M | +88.2% | -13.6% | +101.8% | +100.5% |
| YTD | +98.3% | -16.7% | +115.0% | +115.4% |
| 1Y | +96.0% | -33.1% | +129.1% | +143.7% |
| 3Y | +145.8% | -27.1% | +172.8% | +179.1% |
| 5Y | +154.6% | -9.9% | +164.5% | +149.6% |
| All | +2,101.8% | +420.0% | +1,681.7% | +832.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling