+145.8%
FTNT vs CCL
+55.0%
+90.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | -1.4% | -20.0% | +18.6% | +2.2% |
| 3M | +10.1% | -13.7% | +23.7% | +12.3% |
| 6M | +88.2% | -9.0% | +97.2% | +88.0% |
| YTD | +98.3% | -22.8% | +121.1% | +104.0% |
| 1Y | +96.0% | -25.3% | +121.3% | +102.1% |
| 3Y | +145.8% | +54.1% | +91.7% | +141.5% |
| All | +145.8% | +55.0% | +90.8% | +141.5% |
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 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