+1,954.1%
CAT vs FTNT
+9,093.5%
-7,139.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | +1.7% | -5.8% | +7.6% | +2.9% |
| 30D | -6.6% | -4.8% | -1.8% | -5.9% |
| 3M | -13.3% | +4.4% | -17.7% | -14.4% |
| 6M | +11.6% | +88.8% | -77.2% | -3.3% |
| YTD | +42.9% | +96.8% | -53.9% | +22.5% |
| 1Y | +95.4% | +104.5% | -9.0% | +65.9% |
| 3Y | +196.6% | +156.8% | +39.8% | +133.8% |
| 5Y | +321.7% | +144.1% | +177.6% | +219.2% |
| 10Y | +1,140.8% | +2,021.8% | -881.0% | +449.1% |
| All | +1,954.1% | +9,093.5% | -7,139.4% | +446.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling