+7,694.2%
FTNT vs CPRT
+1,401.2%
+6,293.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.4% |
| 7D | +5.7% | -1.5% | +7.2% | +6.7% |
| 30D | -32.1% | +21.3% | -53.4% | -40.1% |
| 3M | -19.5% | +10.4% | -29.8% | -26.0% |
| 6M | +13.8% | -4.3% | +18.1% | +11.9% |
| YTD | +63.1% | -18.3% | +81.4% | +76.3% |
| 1Y | +57.7% | -22.5% | +80.2% | +75.9% |
| 3Y | +154.9% | -34.3% | +189.2% | +206.9% |
| 5Y | +89.3% | -17.8% | +107.1% | +95.7% |
| 10Y | +1,933.0% | +373.4% | +1,559.6% | +598.0% |
| All | +7,694.2% | +1,401.2% | +6,293.0% | +1,157.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling