+2,098.3%
FTNT vs CFG
+308.1%
+1,790.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +1.7% | -0.6% | +2.3% | +1.9% |
| 30D | -4.3% | -4.5% | +0.3% | -3.1% |
| 3M | +13.6% | +6.3% | +7.3% | +11.6% |
| 6M | +87.6% | +20.6% | +67.0% | +77.5% |
| YTD | +98.0% | +21.2% | +76.7% | +86.6% |
| 1Y | +96.9% | +38.2% | +58.7% | +78.7% |
| 3Y | +145.4% | +185.9% | -40.5% | +80.3% |
| 5Y | +153.0% | +97.0% | +56.0% | +102.6% |
| 10Y | +2,098.3% | +306.8% | +1,791.5% | +1,371.3% |
| All | +2,098.3% | +308.1% | +1,790.1% | +1,371.3% |
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