+154.7%
FTNT vs CCL
+148.1%
+6.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | -1.0% | -1.5% | +0.5% | -0.8% |
| 30D | -33.6% | +16.5% | -50.1% | -35.3% |
| 3M | -20.9% | +11.2% | -32.1% | -22.3% |
| 6M | +11.0% | +22.6% | -11.6% | +6.6% |
| YTD | +61.3% | +2.6% | +58.7% | +58.4% |
| 1Y | +53.1% | +17.0% | +36.2% | +45.4% |
| All | +154.7% | +148.1% | +6.6% | +140.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling