+154.6%
FTNT vs CBRE
+45.8%
+108.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.5% | +2.2% |
| 7D | -2.7% | -1.5% | -1.2% | -2.2% |
| 30D | -1.4% | -4.0% | +2.6% | -0.3% |
| 3M | +10.1% | +8.0% | +2.1% | +5.4% |
| 6M | +88.2% | +4.0% | +84.2% | +82.4% |
| YTD | +98.3% | -11.5% | +109.8% | +103.7% |
| 1Y | +96.0% | -13.0% | +109.0% | +102.5% |
| 3Y | +145.8% | +66.9% | +78.9% | +81.6% |
| 5Y | +154.6% | +45.0% | +109.6% | +100.0% |
| All | +154.6% | +45.8% | +108.9% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling