+688.6%
CAT vs FTNT
+1,887.8%
-1,199.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.5% |
| 7D | +7.4% | +7.1% | +0.4% | +6.1% |
| 30D | -19.7% | -30.9% | +11.2% | -14.0% |
| 3M | -29.6% | -23.1% | -6.5% | -26.4% |
| 6M | -33.2% | +8.1% | -41.3% | -34.8% |
| YTD | +5.7% | +60.2% | -54.5% | -5.7% |
| 1Y | +9.3% | +57.0% | -47.7% | -2.0% |
| 3Y | +158.3% | +152.9% | +5.4% | +104.4% |
| 5Y | +211.6% | +85.9% | +125.7% | +149.8% |
| All | +688.6% | +1,887.8% | -1,199.2% | +236.4% |
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