+51.8%
FTNT vs CFG
+34.2%
+17.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +1.1% |
| 7D | -25.7% | +1.8% | -27.4% | -25.6% |
| 30D | -29.7% | +3.3% | -33.0% | -29.7% |
| 3M | -23.1% | -9.8% | -13.3% | -22.9% |
| 6M | +45.0% | +5.2% | +39.8% | +45.7% |
| YTD | +62.9% | +16.1% | +46.8% | +62.7% |
| 1Y | +51.8% | +33.7% | +18.2% | +44.2% |
| All | +51.8% | +34.2% | +17.6% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling