-29.6%
CLS vs FTNT
+49.6%
-79.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.0% | -10.1% | -9.2% |
| 7D | -21.1% | -25.7% | +4.5% | -17.4% |
| 30D | -38.2% | -29.7% | -8.5% | -34.8% |
| 3M | -36.3% | -23.1% | -13.2% | -33.4% |
| 6M | -43.8% | +45.0% | -88.8% | -41.3% |
| YTD | -20.0% | +62.9% | -83.0% | -19.1% |
| 1Y | -29.6% | +51.8% | -81.4% | -25.9% |
| All | -29.6% | +49.6% | -79.2% | -25.9% |
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 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