+1,868.3%
FTNT vs CB
+246.9%
+1,621.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.5% |
| 7D | -3.5% | +0.7% | -4.2% | -3.7% |
| 30D | -36.5% | +8.2% | -44.7% | -38.2% |
| 3M | -24.7% | +6.3% | -31.0% | -26.4% |
| 6M | +8.3% | +16.2% | -7.9% | +2.6% |
| YTD | +55.6% | +19.3% | +36.3% | +45.5% |
| 1Y | +50.2% | +29.2% | +21.0% | +36.7% |
| 3Y | +143.2% | +71.4% | +71.7% | +97.3% |
| 5Y | +85.5% | +104.2% | -18.8% | +40.6% |
| 10Y | +1,868.3% | +246.7% | +1,621.6% | +1,192.1% |
| All | +1,868.3% | +246.9% | +1,621.4% | +1,192.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling