+145.8%
FTNT vs CRL
+37.9%
+107.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.4% | +1.0% |
| 7D | -2.7% | -0.6% | -2.1% | -2.7% |
| 30D | -1.4% | +5.0% | -6.3% | -1.9% |
| 3M | +10.1% | +50.6% | -40.5% | +5.4% |
| 6M | +88.2% | +60.9% | +27.3% | +78.4% |
| YTD | +98.3% | +40.7% | +57.6% | +90.3% |
| 1Y | +96.0% | +73.3% | +22.6% | +83.6% |
| 3Y | +145.8% | +40.6% | +105.2% | +126.3% |
| All | +145.8% | +37.9% | +107.9% | +126.3% |
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