+1,947.1%
FTNT vs CFG
+214.3%
+1,732.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +5.7% | +1.6% | +4.1% | +5.3% |
| 30D | -32.1% | +3.3% | -35.4% | -32.7% |
| 3M | -19.5% | -11.5% | -7.9% | -17.0% |
| 6M | +13.8% | +6.2% | +7.5% | +11.5% |
| YTD | +63.1% | +14.3% | +48.9% | +55.9% |
| 1Y | +57.7% | +26.7% | +31.0% | +46.3% |
| 3Y | +154.9% | +187.8% | -32.9% | +86.7% |
| 5Y | +89.3% | +61.3% | +28.0% | +58.9% |
| All | +1,947.1% | +214.3% | +1,732.8% | +1,388.6% |
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