-10.7%
CMG vs FTNT
+104.9%
-115.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.8% | -5.8% | +3.0% | -2.8% |
| 30D | +7.1% | -4.8% | +11.9% | +7.2% |
| 3M | +31.2% | +4.4% | +26.7% | +30.5% |
| 6M | +0.7% | +88.8% | -88.1% | -5.7% |
| YTD | -0.1% | +96.8% | -96.9% | -7.3% |
| 1Y | -10.7% | +104.5% | -115.2% | -16.3% |
| All | -10.7% | +104.9% | -115.7% | -16.3% |
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