+57.0%
FTNT vs CTAS
+23.6%
+33.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.9% |
| 7D | +7.1% | +2.0% | +5.1% | +7.5% |
| 30D | -30.9% | +8.7% | -39.6% | -29.3% |
| 3M | -23.1% | +13.3% | -36.4% | -20.8% |
| 6M | +8.1% | +39.4% | -31.3% | +12.0% |
| YTD | +60.2% | +21.5% | +38.7% | +66.8% |
| 1Y | +57.0% | +21.9% | +35.1% | +63.2% |
| All | +57.0% | +23.6% | +33.4% | +63.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling