+42.5%
FTNT vs CRH
-17.3%
+59.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.4% | -1.9% | -5.9% |
| 7D | -11.9% | +5.3% | -17.3% | -10.8% |
| 30D | -35.9% | +14.2% | -50.1% | -34.3% |
| 3M | -25.4% | -4.2% | -21.2% | -24.1% |
| 6M | +36.2% | -14.5% | +50.7% | +37.2% |
| YTD | +54.3% | -22.7% | +76.9% | +57.8% |
| 1Y | +42.5% | -16.6% | +59.0% | +46.3% |
| All | +42.5% | -17.3% | +59.8% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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