+154.7%
FTNT vs CTAS
+75.1%
+79.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.5% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | -33.6% | +10.7% | -44.3% | -34.9% |
| 3M | -20.9% | +11.0% | -31.9% | -22.5% |
| 6M | +11.0% | +38.7% | -27.8% | +1.3% |
| YTD | +61.3% | +21.8% | +39.6% | +53.3% |
| 1Y | +53.1% | +23.6% | +29.5% | +44.6% |
| All | +154.7% | +75.1% | +79.5% | +129.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling