+90.1%
FTNT vs CTAS
+118.7%
-28.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.2% |
| 7D | -1.0% | -0.8% | -0.2% | -0.5% |
| 30D | -33.6% | +10.7% | -44.3% | -37.7% |
| 3M | -20.9% | +11.0% | -31.9% | -26.2% |
| 6M | +11.0% | +38.7% | -27.8% | -11.9% |
| YTD | +61.3% | +21.8% | +39.6% | +38.8% |
| 1Y | +53.1% | +23.6% | +29.5% | +30.1% |
| 3Y | +152.1% | +74.9% | +77.1% | +43.5% |
| 5Y | +90.1% | +119.5% | -29.3% | -18.9% |
| All | +90.1% | +118.7% | -28.6% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling