+96.9%
FTNT vs CPRT
-34.0%
+130.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | 0.0% |
| 7D | +1.7% | -0.4% | +2.1% | +1.7% |
| 30D | -4.3% | +8.2% | -12.5% | -5.3% |
| 3M | +13.6% | +2.3% | +11.3% | +14.1% |
| 6M | +87.6% | -14.7% | +102.3% | +101.3% |
| YTD | +98.0% | -18.2% | +116.2% | +115.7% |
| 1Y | +96.9% | -33.4% | +130.3% | +126.7% |
| All | +96.9% | -34.0% | +130.9% | +126.7% |
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