+104.5%
FTNT vs CF
+62.4%
+42.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | -0.1% |
| 7D | -5.8% | +6.0% | -11.9% | -5.9% |
| 30D | -4.8% | +14.8% | -19.6% | -4.9% |
| 3M | +4.4% | +14.1% | -9.6% | +4.3% |
| 6M | +88.8% | +28.5% | +60.2% | +82.6% |
| YTD | +96.8% | +74.9% | +21.9% | +84.1% |
| 1Y | +104.5% | +61.7% | +42.8% | +96.5% |
| All | +104.5% | +62.4% | +42.0% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling