+47.1%
CSX vs FTNT
+49.6%
-2.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.6% |
| 7D | +0.1% | -25.7% | +25.8% | -0.4% |
| 30D | +9.7% | -29.7% | +39.5% | +9.1% |
| 3M | +2.3% | -23.1% | +25.4% | +1.9% |
| 6M | +17.1% | +45.0% | -27.9% | +21.5% |
| YTD | +44.9% | +62.9% | -18.0% | +49.8% |
| 1Y | +47.1% | +51.8% | -4.7% | +52.6% |
| All | +47.1% | +49.6% | -2.5% | +52.6% |
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