+1,910.4%
FTNT vs CCL
-32.5%
+1,942.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +7.1% | -1.2% | +8.2% | +7.2% |
| 30D | -30.9% | +13.1% | -44.0% | -32.5% |
| 3M | -23.1% | +3.4% | -26.5% | -24.0% |
| 6M | +8.1% | +18.7% | -10.6% | +3.8% |
| YTD | +60.2% | -2.3% | +62.5% | +57.4% |
| 1Y | +57.0% | +14.2% | +42.8% | +49.5% |
| 3Y | +152.9% | +133.6% | +19.3% | +107.2% |
| 5Y | +85.9% | +33.5% | +52.4% | +58.1% |
| All | +1,910.4% | -32.5% | +1,942.9% | +1,795.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 10y: compounded portfolio wealth divided by compounded CCL 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…
10y analysis · Full analysis span regression · 6 months rolling