+41.5%
CSX vs FTNT
+56.3%
-14.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.0% | -0.4% | -3.4% |
| 7D | -5.5% | -12.7% | +7.1% | -5.7% |
| 30D | +4.9% | -37.2% | +42.1% | +4.1% |
| 3M | -2.9% | -25.8% | +22.9% | -3.1% |
| 6M | +8.3% | +32.1% | -23.8% | +12.7% |
| YTD | +36.7% | +49.7% | -12.9% | +41.9% |
| 1Y | +41.5% | +47.6% | -6.1% | +46.1% |
| All | +41.5% | +56.3% | -14.8% | +46.1% |
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 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