+153.0%
FTNT vs CAG
-41.8%
+194.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | +1.7% | -6.6% | +8.3% | +1.6% |
| 30D | -4.3% | +2.3% | -6.6% | -4.3% |
| 3M | +13.6% | +16.3% | -2.7% | +13.5% |
| 6M | +87.6% | -16.0% | +103.6% | +87.5% |
| YTD | +98.0% | -7.7% | +105.7% | +98.0% |
| 1Y | +96.9% | -16.0% | +113.0% | +97.1% |
| 3Y | +145.4% | -37.7% | +183.1% | +145.5% |
| 5Y | +153.0% | -41.2% | +194.2% | +157.6% |
| All | +153.0% | -41.8% | +194.8% | +157.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling