+3,154.0%
CLS vs FTNT
+2,095.7%
+1,058.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.8% | +8.3% | +7.1% |
| 7D | +10.9% | -0.1% | +11.1% | +11.0% |
| 30D | +2.1% | -3.0% | +5.1% | +2.9% |
| 3M | -10.2% | +7.6% | -17.8% | -12.6% |
| 6M | +30.4% | +87.0% | -56.6% | +5.5% |
| YTD | +17.2% | +96.5% | -79.3% | -7.0% |
| 1Y | +41.0% | +92.9% | -51.9% | +12.8% |
| 3Y | +1,338.0% | +139.8% | +1,198.1% | +973.4% |
| 5Y | +3,860.6% | +151.3% | +3,709.2% | +2,640.5% |
| All | +3,154.0% | +2,095.7% | +1,058.3% | +1,188.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling