+10.9%
CMG vs FTNT
+49.6%
-38.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.8% | +5.9% |
| 7D | +22.5% | -25.7% | +48.2% | +19.9% |
| 30D | +14.1% | -29.7% | +43.8% | +11.6% |
| 3M | +4.1% | -23.1% | +27.2% | +1.9% |
| 6M | +10.1% | +45.0% | -34.9% | +1.8% |
| YTD | -4.9% | +62.9% | -67.8% | -14.3% |
| 1Y | +10.9% | +51.8% | -40.9% | +1.9% |
| All | +10.9% | +49.6% | -38.7% | +1.9% |
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 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