+92.9%
FTNT vs CRL
+80.5%
+12.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.9% |
| 7D | -0.1% | -3.5% | +3.4% | +0.1% |
| 30D | -3.0% | -2.1% | -0.8% | -2.8% |
| 3M | +7.6% | +48.0% | -40.4% | +3.9% |
| 6M | +87.0% | +64.7% | +22.2% | +78.3% |
| YTD | +96.5% | +39.5% | +57.0% | +90.4% |
| 1Y | +92.9% | +74.2% | +18.7% | +81.5% |
| All | +92.9% | +80.5% | +12.4% | +81.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling