+154.6%
FTNT vs CFG
+100.9%
+53.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | -2.7% | +2.7% | -5.4% | -3.5% |
| 30D | -1.4% | -3.7% | +2.3% | -0.3% |
| 3M | +10.1% | +9.5% | +0.6% | +6.9% |
| 6M | +88.2% | +22.2% | +66.0% | +75.4% |
| YTD | +98.3% | +22.3% | +76.0% | +84.2% |
| 1Y | +96.0% | +39.4% | +56.5% | +73.6% |
| 3Y | +145.8% | +188.5% | -42.7% | +67.3% |
| 5Y | +154.6% | +101.5% | +53.1% | +113.4% |
| All | +154.6% | +100.9% | +53.7% | +113.4% |
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 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