+143.2%
FTNT vs CPRT
-32.3%
+175.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -3.5% | +4.0% | -7.5% | -4.4% |
| 30D | -36.5% | +18.2% | -54.8% | -39.3% |
| 3M | -24.7% | +9.2% | -33.9% | -26.9% |
| 6M | +8.3% | -4.8% | +13.2% | +10.2% |
| YTD | +55.6% | -17.5% | +73.1% | +67.8% |
| 1Y | +50.2% | -22.0% | +72.2% | +65.8% |
| 3Y | +143.2% | -33.7% | +176.9% | +181.1% |
| All | +143.2% | -32.3% | +175.5% | +181.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling