+7,694.2%
FTNT vs CBRE
+1,039.6%
+6,654.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.7% |
| 7D | +5.7% | -2.8% | +8.5% | +6.9% |
| 30D | -32.1% | +2.2% | -34.3% | -33.4% |
| 3M | -19.5% | -10.1% | -9.4% | -17.4% |
| 6M | +13.8% | -8.0% | +21.8% | +14.6% |
| YTD | +63.1% | -17.6% | +80.7% | +69.9% |
| 1Y | +57.7% | -14.7% | +72.4% | +61.9% |
| 3Y | +154.9% | +80.4% | +74.5% | +88.3% |
| 5Y | +89.3% | +25.9% | +63.4% | +59.6% |
| 10Y | +1,933.0% | +379.5% | +1,553.4% | +836.7% |
| All | +7,694.2% | +1,039.6% | +6,654.6% | +2,440.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling