+155.8%
FTNT vs CRS
+1,358.7%
-1,202.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.3% | +1.5% |
| 7D | +1.6% | -4.1% | +5.7% | +2.4% |
| 30D | -1.9% | -16.6% | +14.7% | +1.7% |
| 3M | +14.4% | -14.3% | +28.6% | +17.6% |
| 6M | +88.7% | +11.6% | +77.1% | +82.4% |
| YTD | +100.0% | +42.6% | +57.5% | +82.4% |
| 1Y | +99.9% | +81.8% | +18.0% | +70.8% |
| 3Y | +147.9% | +632.1% | -484.1% | +50.5% |
| 5Y | +155.8% | +1,401.6% | -1,245.8% | +26.1% |
| All | +155.8% | +1,358.7% | -1,202.9% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling