+153.0%
FTNT vs CCL
+1.3%
+151.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.3% |
| 7D | +1.7% | -4.4% | +6.1% | +2.7% |
| 30D | -4.3% | -18.2% | +13.9% | -0.1% |
| 3M | +13.6% | -17.7% | +31.3% | +18.0% |
| 6M | +87.6% | -13.0% | +100.6% | +89.9% |
| YTD | +98.0% | -24.5% | +122.5% | +106.1% |
| 1Y | +96.9% | -26.9% | +123.9% | +105.4% |
| 3Y | +145.4% | +50.8% | +94.6% | +108.1% |
| 5Y | +153.0% | -0.9% | +153.9% | +118.7% |
| All | +153.0% | +1.3% | +151.7% | +118.7% |
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