+9,303.7%
FTNT vs CF
+1,047.1%
+8,256.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.7% |
| 7D | -5.8% | +6.0% | -11.9% | -7.3% |
| 30D | -4.8% | +14.8% | -19.6% | -8.1% |
| 3M | +4.4% | +14.1% | -9.6% | +0.6% |
| 6M | +88.8% | +28.5% | +60.2% | +73.6% |
| YTD | +96.8% | +74.9% | +21.9% | +67.1% |
| 1Y | +104.5% | +61.7% | +42.8% | +76.6% |
| 3Y | +156.8% | +80.3% | +76.4% | +112.0% |
| 5Y | +144.1% | +226.0% | -81.9% | +63.8% |
| 10Y | +2,021.8% | +569.9% | +1,451.9% | +980.3% |
| All | +9,303.7% | +1,047.1% | +8,256.7% | +3,654.9% |
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