+9,303.7%
FTNT vs CBRE
+1,171.3%
+8,132.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -5.8% | -2.0% | -3.9% | -5.2% |
| 30D | -4.8% | -2.2% | -2.6% | -4.4% |
| 3M | +4.4% | +12.9% | -8.5% | -1.5% |
| 6M | +88.8% | +4.3% | +84.5% | +83.1% |
| YTD | +96.8% | -8.0% | +104.9% | +98.8% |
| 1Y | +104.5% | -8.6% | +113.0% | +106.7% |
| 3Y | +156.8% | +71.9% | +84.9% | +95.4% |
| 5Y | +144.1% | +50.0% | +94.0% | +94.4% |
| 10Y | +2,021.8% | +390.1% | +1,631.7% | +879.2% |
| All | +9,303.7% | +1,171.3% | +8,132.4% | +2,872.9% |
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 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