+96.9%
FTNT vs CFG
+38.1%
+58.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | +1.7% | -0.6% | +2.3% | +1.8% |
| 30D | -4.3% | -4.5% | +0.3% | -4.0% |
| 3M | +13.6% | +6.3% | +7.3% | +13.6% |
| 6M | +87.6% | +20.6% | +67.0% | +83.6% |
| YTD | +98.0% | +21.2% | +76.7% | +94.6% |
| 1Y | +96.9% | +38.2% | +58.7% | +87.2% |
| All | +96.9% | +38.1% | +58.8% | +87.2% |
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