+9,303.7%
FTNT vs CRL
+792.9%
+8,510.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.6% |
| 7D | -5.8% | -1.0% | -4.8% | -5.5% |
| 30D | -4.8% | +10.7% | -15.4% | -8.6% |
| 3M | +4.4% | +55.3% | -50.9% | -13.1% |
| 6M | +88.8% | +60.7% | +28.1% | +52.2% |
| YTD | +96.8% | +44.6% | +52.2% | +64.4% |
| 1Y | +104.5% | +77.7% | +26.7% | +55.0% |
| 3Y | +156.8% | +37.6% | +119.1% | +94.9% |
| 5Y | +144.1% | -35.8% | +179.9% | +164.0% |
| 10Y | +2,021.8% | +241.7% | +1,780.0% | +852.8% |
| All | +9,303.7% | +792.9% | +8,510.8% | +2,743.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling