+2,063.6%
FTNT vs CF
+589.1%
+1,474.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.6% |
| 7D | -2.7% | -0.9% | -1.8% | -2.6% |
| 30D | -1.4% | +18.1% | -19.4% | -5.1% |
| 3M | +10.1% | +23.4% | -13.3% | +4.5% |
| 6M | +88.2% | +17.1% | +71.1% | +78.0% |
| YTD | +98.3% | +76.2% | +22.1% | +69.3% |
| 1Y | +96.0% | +62.3% | +33.7% | +70.3% |
| 3Y | +145.8% | +71.8% | +74.0% | +107.3% |
| 5Y | +154.6% | +234.6% | -79.9% | +69.8% |
| 10Y | +2,063.6% | +574.3% | +1,489.4% | +1,048.6% |
| All | +2,063.6% | +589.1% | +1,474.5% | +1,048.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling