+7,607.6%
FTNT vs CBRE
+1,057.2%
+6,550.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.8% | +3.7% |
| 7D | -1.0% | -4.6% | +3.6% | +0.8% |
| 30D | -33.6% | +3.0% | -36.6% | -35.0% |
| 3M | -20.9% | -8.7% | -12.1% | -19.3% |
| 6M | +11.0% | -7.9% | +18.9% | +11.8% |
| YTD | +61.3% | -16.3% | +77.6% | +67.1% |
| 1Y | +53.1% | -13.1% | +66.2% | +56.1% |
| 3Y | +152.1% | +83.1% | +68.9% | +85.2% |
| 5Y | +90.1% | +27.7% | +62.4% | +59.5% |
| 10Y | +1,910.4% | +386.9% | +1,523.5% | +821.0% |
| All | +7,607.6% | +1,057.2% | +6,550.4% | +2,397.8% |
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