+137.2%
FTNT vs CF
+57.7%
+79.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.1% |
| 7D | -12.7% | -3.2% | -9.5% | -12.4% |
| 30D | -37.2% | +4.3% | -41.5% | -37.5% |
| 3M | -25.8% | +2.8% | -28.6% | -26.2% |
| 6M | +32.1% | +0.6% | +31.5% | +31.1% |
| YTD | +49.7% | +56.6% | -7.0% | +33.6% |
| 1Y | +47.6% | +49.6% | -2.1% | +33.0% |
| 3Y | +137.2% | +61.5% | +75.7% | +115.3% |
| All | +137.2% | +57.7% | +79.5% | +115.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling