+482.4%
CSX vs FTNT
+2,029.1%
-1,546.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | +0.6% | -2.7% | +3.3% | +1.2% |
| 30D | -2.3% | -1.4% | -0.9% | -2.2% |
| 3M | +4.3% | +10.1% | -5.8% | +1.7% |
| 6M | +23.4% | +88.2% | -64.8% | +6.0% |
| YTD | +36.4% | +98.3% | -61.9% | +15.4% |
| 1Y | +53.0% | +96.0% | -42.9% | +29.5% |
| 3Y | +70.6% | +145.8% | -75.2% | +31.6% |
| 5Y | +65.5% | +154.6% | -89.2% | +18.7% |
| 10Y | +482.4% | +2,063.6% | -1,581.3% | +118.1% |
| All | +482.4% | +2,029.1% | -1,546.8% | +118.1% |
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