+104.5%
FTNT vs CAG
-13.1%
+117.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | -0.1% |
| 7D | -5.8% | -3.8% | -2.1% | -6.2% |
| 30D | -4.8% | +3.1% | -7.9% | -4.7% |
| 3M | +4.4% | +23.5% | -19.1% | +5.1% |
| 6M | +88.8% | -14.8% | +103.6% | +86.9% |
| YTD | +96.8% | -5.4% | +102.3% | +98.2% |
| 1Y | +104.5% | -11.8% | +116.3% | +104.2% |
| All | +104.5% | -13.1% | +117.5% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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