+9,303.7%
FTNT vs CPRT
+1,482.2%
+7,821.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.3% |
| 7D | -5.8% | +2.2% | -8.1% | -7.1% |
| 30D | -4.8% | +16.6% | -21.4% | -14.0% |
| 3M | +4.4% | +9.6% | -5.2% | -3.5% |
| 6M | +88.8% | -11.1% | +99.9% | +97.6% |
| YTD | +96.8% | -13.9% | +110.7% | +109.4% |
| 1Y | +104.5% | -32.5% | +137.0% | +152.8% |
| 3Y | +156.8% | -25.0% | +181.8% | +187.7% |
| 5Y | +144.1% | -7.4% | +151.4% | +138.4% |
| 10Y | +2,021.8% | +422.0% | +1,599.8% | +595.6% |
| All | +9,303.7% | +1,482.2% | +7,821.6% | +1,393.8% |
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