+2,924.2%
FTNT vs CFG
+396.4%
+2,527.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -5.8% | +1.5% | -7.4% | -6.3% |
| 30D | -4.8% | -3.8% | -0.9% | -3.8% |
| 3M | +4.4% | +11.5% | -7.1% | +1.2% |
| 6M | +88.8% | +19.2% | +69.6% | +79.0% |
| YTD | +96.8% | +23.7% | +73.1% | +84.2% |
| 1Y | +104.5% | +38.8% | +65.6% | +84.8% |
| 3Y | +156.8% | +178.9% | -22.1% | +88.1% |
| 5Y | +144.1% | +101.8% | +42.3% | +92.7% |
| 10Y | +2,021.8% | +317.3% | +1,704.5% | +1,119.3% |
| All | +2,924.2% | +396.4% | +2,527.8% | +1,528.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling