+1,980.9%
CLS vs FTNT
+84.5%
+1,896.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -4.8% |
| 7D | +16.3% | +7.1% | +9.2% | +13.9% |
| 30D | -25.7% | -30.9% | +5.2% | -16.9% |
| 3M | -30.9% | -23.1% | -7.8% | -25.6% |
| 6M | -35.5% | +8.1% | -43.6% | -37.8% |
| YTD | -18.7% | +60.2% | -78.9% | -32.7% |
| 1Y | -17.9% | +57.0% | -74.9% | -31.5% |
| 3Y | +838.1% | +152.9% | +685.2% | +592.2% |
| All | +1,980.9% | +84.5% | +1,896.4% | +1,431.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling