+7,607.6%
FTNT vs CPRT
+1,409.4%
+6,198.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.9% |
| 7D | -1.0% | -1.4% | +0.4% | -0.2% |
| 30D | -33.6% | +21.5% | -55.1% | -41.5% |
| 3M | -20.9% | +9.4% | -30.3% | -26.9% |
| 6M | +11.0% | -3.3% | +14.3% | +8.5% |
| YTD | +61.3% | -17.8% | +79.1% | +73.8% |
| 1Y | +53.1% | -22.2% | +75.3% | +70.4% |
| 3Y | +152.1% | -34.0% | +186.0% | +202.5% |
| 5Y | +90.1% | -15.4% | +105.6% | +93.3% |
| 10Y | +1,910.4% | +376.0% | +1,534.4% | +588.1% |
| All | +7,607.6% | +1,409.4% | +6,198.1% | +1,139.8% |
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