+674.0%
CAT vs FTNT
+1,844.8%
-1,170.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.6% |
| 7D | -6.3% | -3.5% | -2.8% | -5.6% |
| 30D | -26.8% | -36.5% | +9.8% | -20.4% |
| 3M | -30.0% | -24.7% | -5.3% | -26.6% |
| 6M | -34.6% | +8.3% | -42.9% | -36.2% |
| YTD | +2.9% | +55.6% | -52.7% | -7.6% |
| 1Y | +3.3% | +50.2% | -46.9% | -6.6% |
| 3Y | +153.7% | +143.2% | +10.5% | +102.4% |
| 5Y | +207.3% | +85.5% | +121.8% | +146.1% |
| 10Y | +674.0% | +1,868.3% | -1,194.3% | +232.8% |
| All | +674.0% | +1,844.8% | -1,170.7% | +232.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling