+1,910.4%
FTNT vs CTAS
+814.6%
+1,095.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | +7.1% | +2.0% | +5.1% | +6.0% |
| 30D | -30.9% | +8.7% | -39.6% | -34.1% |
| 3M | -23.1% | +13.3% | -36.4% | -28.6% |
| 6M | +8.1% | +39.4% | -31.3% | -11.4% |
| YTD | +60.2% | +21.5% | +38.7% | +40.6% |
| 1Y | +57.0% | +21.9% | +35.1% | +37.4% |
| 3Y | +152.9% | +73.6% | +79.3% | +75.5% |
| 5Y | +85.9% | +116.2% | -30.3% | +14.1% |
| All | +1,910.4% | +814.6% | +1,095.9% | +573.4% |
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