+13.8%
FTNT vs CBRE
-9.3%
+23.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +0.6% |
| 7D | +5.7% | -2.8% | +8.5% | +4.7% |
| 30D | -32.1% | +2.2% | -34.3% | -30.2% |
| 3M | -19.5% | -10.1% | -9.4% | -19.2% |
| 6M | +13.8% | -8.0% | +21.8% | +14.4% |
| All | +13.8% | -9.3% | +23.1% | +14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling