+57.7%
FTNT vs CB
+28.2%
+29.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.3% |
| 7D | +5.7% | 0.0% | +5.7% | +5.7% |
| 30D | -32.1% | +7.4% | -39.5% | -29.9% |
| 3M | -19.5% | +8.6% | -28.1% | -16.6% |
| 6M | +13.8% | +16.1% | -2.4% | +20.9% |
| YTD | +63.1% | +20.2% | +42.9% | +72.3% |
| 1Y | +57.7% | +27.2% | +30.5% | +66.6% |
| All | +57.7% | +28.2% | +29.5% | +66.6% |
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