+1,956.7%
CMG vs FTNT
+9,148.2%
-7,191.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.5% |
| 7D | -6.5% | +1.7% | -8.2% | -6.9% |
| 30D | +12.1% | -4.3% | +16.4% | +12.8% |
| 3M | +20.6% | +13.6% | +7.0% | +15.8% |
| 6M | +2.1% | +87.6% | -85.5% | -15.0% |
| YTD | -2.6% | +98.0% | -100.6% | -20.3% |
| 1Y | -8.7% | +96.9% | -105.6% | -25.4% |
| 3Y | -7.4% | +145.4% | -152.8% | -31.5% |
| 5Y | -5.7% | +153.0% | -158.6% | -33.7% |
| 10Y | +322.3% | +2,098.3% | -1,775.9% | +74.4% |
| All | +1,956.7% | +9,148.2% | -7,191.5% | +408.7% |
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