+7,335.0%
FTNT vs CF
+952.5%
+6,382.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.3% |
| 7D | -3.5% | +4.8% | -8.3% | -4.7% |
| 30D | -36.5% | +9.7% | -46.2% | -38.0% |
| 3M | -24.7% | +1.2% | -26.0% | -25.4% |
| 6M | +8.3% | +7.4% | +1.0% | +5.1% |
| YTD | +55.6% | +60.5% | -4.9% | +34.4% |
| 1Y | +50.2% | +50.7% | -0.6% | +31.6% |
| 3Y | +143.2% | +64.8% | +78.4% | +105.0% |
| 5Y | +85.5% | +115.8% | -30.3% | +38.7% |
| 10Y | +1,868.3% | +481.0% | +1,387.3% | +938.8% |
| All | +7,335.0% | +952.5% | +6,382.5% | +2,919.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling