+51.8%
FTNT vs CB
+34.9%
+17.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +1.9% |
| 7D | -25.7% | +5.3% | -30.9% | -23.8% |
| 30D | -29.7% | +13.2% | -42.9% | -26.4% |
| 3M | -23.1% | +7.8% | -30.9% | -20.5% |
| 6M | +45.0% | +15.8% | +29.2% | +53.9% |
| YTD | +62.9% | +21.0% | +42.0% | +71.8% |
| 1Y | +51.8% | +32.2% | +19.6% | +59.4% |
| All | +51.8% | +34.9% | +17.0% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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