+183.3%
CAT vs FTNT
+72.2%
+111.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.3% |
| 7D | -10.3% | -12.7% | +2.4% | -8.5% |
| 30D | -31.2% | -37.2% | +6.0% | -26.6% |
| 3M | -34.7% | -25.8% | -8.9% | -32.0% |
| 6M | -39.5% | +32.1% | -71.6% | -42.2% |
| YTD | -1.7% | +49.7% | -51.3% | -8.3% |
| 1Y | -1.1% | +47.6% | -48.7% | -7.6% |
| 3Y | +143.9% | +137.2% | +6.7% | +110.6% |
| All | +183.3% | +72.2% | +111.0% | +147.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling