+139.8%
FTNT vs CRH
+70.5%
+69.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.9% |
| 7D | -0.1% | -6.1% | +5.9% | +0.7% |
| 30D | -3.0% | -9.3% | +6.3% | -1.6% |
| 3M | +7.6% | -15.2% | +22.8% | +10.0% |
| 6M | +87.0% | -14.2% | +101.2% | +88.5% |
| YTD | +96.5% | -28.3% | +124.8% | +106.4% |
| 1Y | +92.9% | -21.8% | +114.7% | +98.1% |
| 3Y | +139.8% | +71.6% | +68.2% | +93.5% |
| All | +139.8% | +70.5% | +69.4% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling