+9,374.7%
FTNT vs CRS
+2,412.0%
+6,962.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.6% |
| 7D | -2.7% | -3.1% | +0.4% | -2.0% |
| 30D | -1.4% | -19.6% | +18.3% | +4.2% |
| 3M | +10.1% | -8.1% | +18.2% | +12.0% |
| 6M | +88.2% | +18.6% | +69.6% | +77.4% |
| YTD | +98.3% | +45.9% | +52.4% | +76.1% |
| 1Y | +96.0% | +82.5% | +13.5% | +62.1% |
| 3Y | +145.8% | +648.9% | -503.1% | +34.3% |
| 5Y | +154.6% | +1,438.1% | -1,283.5% | +8.9% |
| 10Y | +2,063.6% | +1,327.0% | +736.7% | +688.4% |
| All | +9,374.7% | +2,412.0% | +6,962.8% | +2,747.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling