+322.0%
CMG vs FTNT
+2,095.7%
-1,773.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +0.7% |
| 7D | -2.1% | -0.1% | -1.9% | -2.0% |
| 30D | +10.9% | -3.0% | +13.9% | +11.3% |
| 3M | +15.8% | +7.6% | +8.3% | +12.3% |
| 6M | +6.9% | +87.0% | -80.0% | -13.3% |
| YTD | -2.2% | +96.5% | -98.7% | -22.1% |
| 1Y | -7.1% | +92.9% | -100.0% | -25.9% |
| 3Y | -7.1% | +139.8% | -147.0% | -34.4% |
| 5Y | -4.8% | +151.3% | -156.1% | -38.0% |
| All | +322.0% | +2,095.7% | -1,773.7% | +64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling