+90.1%
FTNT vs CCL
+34.2%
+55.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | -1.0% | -1.5% | +0.5% | -0.6% |
| 30D | -33.6% | +16.5% | -50.1% | -36.0% |
| 3M | -20.9% | +11.2% | -32.1% | -23.2% |
| 6M | +11.0% | +22.6% | -11.6% | +4.8% |
| YTD | +61.3% | +2.6% | +58.7% | +56.3% |
| 1Y | +53.1% | +17.0% | +36.2% | +43.0% |
| 3Y | +152.1% | +145.5% | +6.5% | +89.3% |
| 5Y | +90.1% | +36.1% | +54.0% | +63.5% |
| All | +90.1% | +34.2% | +55.9% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling