+13.8%
FTNT vs CRL
+101.4%
-87.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.1% |
| 7D | +5.7% | +8.9% | -3.1% | +5.8% |
| 30D | -32.1% | +14.0% | -46.1% | -31.1% |
| 3M | -19.5% | +19.8% | -39.3% | -17.5% |
| 6M | +13.8% | +102.0% | -88.3% | +23.6% |
| All | +13.8% | +101.4% | -87.6% | +23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling