+75.4%
FTNT vs CFG
+68.3%
+7.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.1% | +2.1% |
| 7D | -3.0% | +0.3% | -3.2% | -3.0% |
| 30D | -37.1% | +3.2% | -40.3% | -37.8% |
| 3M | -23.3% | -9.7% | -13.6% | -21.0% |
| 6M | +7.4% | +3.6% | +3.7% | +5.6% |
| YTD | +54.2% | +14.7% | +39.5% | +45.6% |
| 1Y | +49.7% | +29.6% | +20.2% | +35.2% |
| 3Y | +146.6% | +190.6% | -44.0% | +64.4% |
| 5Y | +75.4% | +67.1% | +8.4% | +50.5% |
| All | +75.4% | +68.3% | +7.1% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling