+1,157.1%
CAT vs FTNT
+2,069.7%
-912.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +2.9% | +1.7% | +1.2% | +2.6% |
| 30D | -2.6% | -4.3% | +1.6% | -2.0% |
| 3M | -10.7% | +13.6% | -24.3% | -13.2% |
| 6M | +16.1% | +87.6% | -71.4% | +1.3% |
| YTD | +43.2% | +98.0% | -54.8% | +23.2% |
| 1Y | +96.8% | +96.9% | -0.1% | +69.3% |
| 3Y | +201.4% | +145.4% | +56.0% | +141.4% |
| 5Y | +332.7% | +153.0% | +179.7% | +225.6% |
| 10Y | +1,157.1% | +2,098.3% | -941.2% | +435.8% |
| All | +1,157.1% | +2,069.7% | -912.6% | +435.8% |
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