+1,868.3%
FTNT vs CFG
+230.2%
+1,638.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -3.5% | +0.7% | -4.2% | -3.7% |
| 30D | -36.5% | +2.8% | -39.3% | -37.0% |
| 3M | -24.7% | -10.1% | -14.7% | -22.8% |
| 6M | +8.3% | +3.2% | +5.1% | +7.0% |
| YTD | +55.6% | +14.2% | +41.4% | +48.7% |
| 1Y | +50.2% | +27.4% | +22.8% | +39.1% |
| 3Y | +143.2% | +187.6% | -44.4% | +78.2% |
| 5Y | +85.5% | +65.7% | +19.8% | +54.7% |
| 10Y | +1,868.3% | +219.7% | +1,648.6% | +1,381.4% |
| All | +1,868.3% | +230.2% | +1,638.1% | +1,381.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling