+7,268.8%
FTNT vs CB
+895.9%
+6,372.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | -3.0% | -1.5% | -1.5% | -2.4% |
| 30D | -37.1% | +6.5% | -43.6% | -39.0% |
| 3M | -23.3% | +4.1% | -27.3% | -25.0% |
| 6M | +7.4% | +14.4% | -7.0% | +0.2% |
| YTD | +54.2% | +17.5% | +36.7% | +41.5% |
| 1Y | +49.7% | +27.5% | +22.2% | +32.3% |
| 3Y | +146.6% | +71.6% | +75.0% | +85.8% |
| 5Y | +75.4% | +100.6% | -25.2% | +21.6% |
| 10Y | +1,828.7% | +243.0% | +1,585.7% | +820.4% |
| All | +7,268.8% | +895.9% | +6,372.9% | +1,640.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling