+203.9%
CAT vs FTNT
+149.8%
+54.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +0.9% |
| 7D | +5.6% | -2.7% | +8.3% | +5.9% |
| 30D | -2.3% | -1.4% | -1.0% | -2.3% |
| 3M | -10.0% | +10.1% | -20.1% | -11.4% |
| 6M | +21.2% | +88.2% | -67.0% | +9.6% |
| YTD | +44.4% | +98.3% | -53.9% | +29.0% |
| 1Y | +96.3% | +96.0% | +0.3% | +75.5% |
| 3Y | +203.9% | +145.8% | +58.1% | +169.9% |
| All | +203.9% | +149.8% | +54.2% | +169.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling