+2,111.2%
FTNT vs CBRE
+398.3%
+1,712.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | +1.6% | -7.2% | +8.8% | +4.5% |
| 30D | -1.9% | -6.4% | +4.5% | +0.3% |
| 3M | +14.4% | +2.9% | +11.4% | +11.9% |
| 6M | +88.7% | +2.5% | +86.1% | +84.0% |
| YTD | +100.0% | -14.2% | +114.2% | +107.6% |
| 1Y | +99.9% | -15.1% | +115.0% | +108.0% |
| 3Y | +147.9% | +61.9% | +86.0% | +91.8% |
| 5Y | +155.8% | +42.4% | +113.4% | +105.9% |
| All | +2,111.2% | +398.3% | +1,712.8% | +1,014.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CBRE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling