+2,111.2%
FTNT vs CTAS
+675.6%
+1,435.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.5% |
| 7D | +1.6% | -1.3% | +2.9% | +2.3% |
| 30D | -1.9% | -3.1% | +1.2% | -0.4% |
| 3M | +14.4% | +10.3% | +4.1% | +7.2% |
| 6M | +88.7% | +1.6% | +87.0% | +83.8% |
| YTD | +100.0% | +6.3% | +93.7% | +89.6% |
| 1Y | +99.9% | -0.5% | +100.3% | +96.3% |
| 3Y | +147.9% | +64.6% | +83.3% | +76.7% |
| 5Y | +155.8% | +106.0% | +49.8% | +63.0% |
| All | +2,111.2% | +675.6% | +1,435.5% | +688.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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