+157.5%
FTNT vs CRL
+99.6%
+58.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.2% |
| 7D | +5.7% | +8.9% | -3.1% | +4.9% |
| 30D | -32.1% | +14.0% | -46.1% | -32.9% |
| 3M | -19.5% | +19.8% | -39.3% | -20.9% |
| 6M | +13.8% | +102.0% | -88.3% | +5.6% |
| YTD | +63.1% | +70.8% | -7.7% | +53.6% |
| 1Y | +57.7% | +98.7% | -41.0% | +46.0% |
| All | +157.5% | +99.6% | +58.0% | +118.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling