+3,542.1%
CLS vs FTNT
+151.5%
+3,390.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.9% | +5.4% |
| 7D | +12.8% | -2.7% | +15.5% | +13.9% |
| 30D | +3.8% | -1.4% | +5.2% | +4.2% |
| 3M | -14.6% | +10.1% | -24.7% | -17.5% |
| 6M | +32.2% | +88.2% | -56.0% | +6.0% |
| YTD | +11.6% | +98.3% | -86.7% | -12.5% |
| 1Y | +35.1% | +96.0% | -60.9% | +6.5% |
| 3Y | +1,312.5% | +145.8% | +1,166.8% | +954.8% |
| 5Y | +3,542.1% | +154.6% | +3,387.4% | +2,366.6% |
| All | +3,542.1% | +151.5% | +3,390.5% | +2,366.6% |
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