+2,673.1%
CLS vs FTNT
+7,435.3%
-4,762.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.7% | +4.8% | +7.5% |
| 7D | +2.8% | -1.0% | +3.8% | +3.3% |
| 30D | -30.1% | -33.6% | +3.5% | -21.9% |
| 3M | -21.7% | -20.9% | -0.9% | -17.2% |
| 6M | -36.2% | +11.0% | -47.2% | -38.7% |
| YTD | -17.8% | +61.3% | -79.1% | -30.2% |
| 1Y | -26.8% | +53.1% | -79.9% | -36.8% |
| 3Y | +853.4% | +152.1% | +701.3% | +615.2% |
| 5Y | +2,005.0% | +90.1% | +1,914.9% | +1,515.7% |
| 10Y | +1,929.4% | +1,910.4% | +19.0% | +715.7% |
| All | +2,673.1% | +7,435.3% | -4,762.2% | +534.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling