+9,303.7%
FTNT vs CAG
+62.5%
+9,241.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -5.8% | -3.8% | -2.1% | -5.2% |
| 30D | -4.8% | +3.1% | -7.9% | -5.5% |
| 3M | +4.4% | +23.5% | -19.1% | -0.2% |
| 6M | +88.8% | -14.8% | +103.6% | +93.5% |
| YTD | +96.8% | -5.4% | +102.3% | +97.1% |
| 1Y | +104.5% | -11.8% | +116.3% | +107.3% |
| 3Y | +156.8% | -36.7% | +193.4% | +174.4% |
| 5Y | +144.1% | -40.3% | +184.3% | +161.8% |
| 10Y | +2,021.8% | -37.0% | +2,058.8% | +2,021.5% |
| All | +9,303.7% | +62.5% | +9,241.3% | +5,710.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling