+2,072.5%
FTNT vs CRL
+256.1%
+1,816.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.4% |
| 7D | -0.1% | -3.5% | +3.4% | +1.1% |
| 30D | -3.0% | -2.1% | -0.8% | -2.5% |
| 3M | +7.6% | +48.0% | -40.4% | -7.7% |
| 6M | +87.0% | +64.7% | +22.2% | +51.6% |
| YTD | +96.5% | +39.5% | +57.0% | +68.5% |
| 1Y | +92.9% | +74.2% | +18.7% | +50.0% |
| 3Y | +139.8% | +39.4% | +100.5% | +83.2% |
| 5Y | +151.3% | -36.9% | +188.2% | +189.2% |
| All | +2,072.5% | +256.1% | +1,816.4% | +907.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling