+95.4%
CAT vs FTNT
+104.9%
-9.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | +1.7% | -5.8% | +7.6% | +1.7% |
| 30D | -6.6% | -4.8% | -1.8% | -6.5% |
| 3M | -13.3% | +4.4% | -17.7% | -13.1% |
| 6M | +11.6% | +88.8% | -77.2% | +14.1% |
| YTD | +42.9% | +96.8% | -53.9% | +46.1% |
| 1Y | +95.4% | +104.5% | -9.0% | +99.6% |
| All | +95.4% | +104.9% | -9.5% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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