+3.3%
CAT vs FTNT
+50.1%
-46.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.5% |
| 7D | -6.3% | -3.5% | -2.8% | -6.0% |
| 30D | -26.8% | -36.5% | +9.8% | -24.8% |
| 3M | -30.0% | -24.7% | -5.3% | -27.6% |
| 6M | -34.6% | +8.3% | -42.9% | -30.9% |
| YTD | +2.9% | +55.6% | -52.7% | +10.1% |
| 1Y | +3.3% | +50.2% | -46.9% | +12.0% |
| All | +3.3% | +50.1% | -46.9% | +12.0% |
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