+96.0%
FTNT vs CB
+22.5%
+73.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.4% |
| 7D | -2.7% | -0.6% | -2.1% | -2.8% |
| 30D | -1.4% | -3.9% | +2.5% | -2.3% |
| 3M | +10.1% | +4.9% | +5.2% | +11.6% |
| 6M | +88.2% | +3.3% | +84.9% | +90.7% |
| YTD | +98.3% | +8.5% | +89.8% | +101.3% |
| 1Y | +96.0% | +22.1% | +73.9% | +100.3% |
| All | +96.0% | +22.5% | +73.5% | +100.3% |
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