+51.8%
FTNT vs CRS
-3.8%
+55.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.0% |
| 7D | -25.7% | +4.3% | -30.0% | -25.6% |
| 30D | -29.7% | -25.5% | -4.2% | -28.7% |
| 3M | -23.1% | -48.7% | +25.6% | -20.7% |
| 6M | +45.0% | -31.6% | +76.6% | +50.8% |
| YTD | +62.9% | -7.0% | +70.0% | +64.0% |
| 1Y | +51.8% | -4.5% | +56.3% | +51.8% |
| All | +51.8% | -3.8% | +55.6% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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