+2,072.5%
FTNT vs CRS
+1,392.1%
+680.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.5% |
| 7D | -0.1% | -6.8% | +6.6% | +1.3% |
| 30D | -3.0% | -16.1% | +13.2% | +0.6% |
| 3M | +7.6% | -21.2% | +28.8% | +12.6% |
| 6M | +87.0% | +8.7% | +78.3% | +81.6% |
| YTD | +96.5% | +41.0% | +55.6% | +79.8% |
| 1Y | +92.9% | +82.7% | +10.3% | +65.4% |
| 3Y | +139.8% | +604.8% | -464.9% | +49.7% |
| 5Y | +151.3% | +1,384.7% | -1,233.4% | +29.0% |
| All | +2,072.5% | +1,392.1% | +680.4% | +931.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling