+9,303.7%
FTNT vs CTAS
+3,393.5%
+5,910.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | +0.1% |
| 7D | -5.8% | -1.8% | -4.0% | -4.9% |
| 30D | -4.8% | -0.2% | -4.6% | -4.8% |
| 3M | +4.4% | +11.7% | -7.3% | -2.8% |
| 6M | +88.8% | +0.7% | +88.1% | +84.8% |
| YTD | +96.8% | +7.4% | +89.4% | +85.6% |
| 1Y | +104.5% | -2.1% | +106.6% | +102.5% |
| 3Y | +156.8% | +62.9% | +93.8% | +86.2% |
| 5Y | +144.1% | +111.9% | +32.2% | +55.9% |
| 10Y | +2,021.8% | +652.2% | +1,369.6% | +574.2% |
| All | +9,303.7% | +3,393.5% | +5,910.2% | +1,228.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling