+7,050.4%
FTNT vs CF
+927.0%
+6,123.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.2% |
| 7D | -12.7% | -3.2% | -9.5% | -12.1% |
| 30D | -37.2% | +4.3% | -41.5% | -38.0% |
| 3M | -25.8% | +2.8% | -28.6% | -26.7% |
| 6M | +32.1% | +0.6% | +31.5% | +30.1% |
| YTD | +49.7% | +56.6% | -7.0% | +30.0% |
| 1Y | +47.6% | +49.6% | -2.1% | +29.5% |
| 3Y | +137.2% | +61.5% | +75.7% | +100.9% |
| 5Y | +74.2% | +124.0% | -49.8% | +28.8% |
| 10Y | +1,824.2% | +573.2% | +1,251.1% | +875.0% |
| All | +7,050.4% | +927.0% | +6,123.4% | +2,820.3% |
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 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