+1,828.7%
FTNT vs CF
+546.3%
+1,282.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.1% | +3.1% |
| 7D | -3.0% | -0.9% | -2.1% | -2.9% |
| 30D | -37.1% | +6.9% | -44.1% | -38.1% |
| 3M | -23.3% | +4.8% | -28.1% | -24.5% |
| 6M | +7.4% | +4.7% | +2.7% | +5.0% |
| YTD | +54.2% | +56.5% | -2.3% | +34.7% |
| 1Y | +49.7% | +48.4% | +1.3% | +32.3% |
| 3Y | +146.6% | +59.1% | +87.4% | +111.0% |
| 5Y | +75.4% | +109.5% | -34.1% | +32.2% |
| 10Y | +1,828.7% | +487.0% | +1,341.7% | +1,023.6% |
| All | +1,828.7% | +546.3% | +1,282.4% | +1,023.6% |
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