+41.1%
CLS vs FTNT
+104.9%
-63.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +4.6% | -5.8% | +10.4% | +6.0% |
| 30D | -13.9% | -4.8% | -9.1% | -12.8% |
| 3M | -26.6% | +4.4% | -31.0% | -26.9% |
| 6M | +15.4% | +88.8% | -73.4% | +7.0% |
| YTD | +5.7% | +96.8% | -91.2% | -5.0% |
| 1Y | +41.1% | +104.5% | -63.3% | +22.1% |
| All | +41.1% | +104.9% | -63.8% | +22.1% |
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