+9,374.7%
FTNT vs CAG
+60.1%
+9,314.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | -2.7% | -5.3% | +2.6% | -1.8% |
| 30D | -1.4% | +1.0% | -2.4% | -1.7% |
| 3M | +10.1% | +17.4% | -7.3% | +6.3% |
| 6M | +88.2% | -16.8% | +105.0% | +93.8% |
| YTD | +98.3% | -6.8% | +105.1% | +99.1% |
| 1Y | +96.0% | -15.4% | +111.3% | +100.3% |
| 3Y | +145.8% | -37.1% | +182.9% | +162.8% |
| 5Y | +154.6% | -41.3% | +195.9% | +174.1% |
| 10Y | +2,063.6% | -35.5% | +2,099.1% | +2,030.8% |
| All | +9,374.7% | +60.1% | +9,314.6% | +5,769.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling