+1,313.1%
CAT vs FTNT
+6,890.6%
-5,577.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.5% |
| 7D | -10.3% | -12.7% | +2.4% | -7.9% |
| 30D | -31.2% | -37.2% | +6.0% | -24.8% |
| 3M | -34.7% | -25.8% | -8.9% | -31.2% |
| 6M | -39.5% | +32.1% | -71.6% | -43.7% |
| YTD | -1.7% | +49.7% | -51.3% | -11.4% |
| 1Y | -1.1% | +47.6% | -48.7% | -10.7% |
| 3Y | +143.9% | +137.2% | +6.7% | +94.5% |
| 5Y | +194.8% | +74.2% | +120.6% | +138.4% |
| 10Y | +739.8% | +1,824.2% | -1,084.5% | +277.3% |
| All | +1,313.1% | +6,890.6% | -5,577.5% | +295.0% |
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 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