+92.9%
FTNT vs CBRE
-14.0%
+106.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -1.9% |
| 7D | -0.1% | -5.0% | +4.8% | +0.3% |
| 30D | -3.0% | -4.7% | +1.7% | -2.7% |
| 3M | +7.6% | +6.5% | +1.1% | +5.9% |
| 6M | +87.0% | +6.1% | +80.9% | +84.0% |
| YTD | +96.5% | -12.6% | +109.1% | +96.4% |
| 1Y | +92.9% | -15.3% | +108.2% | +95.9% |
| All | +92.9% | -14.0% | +106.9% | +95.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling