+2,111.2%
FTNT vs CG
+321.9%
+1,789.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +2.0% |
| 7D | +1.6% | -9.8% | +11.4% | +5.8% |
| 30D | -1.9% | -10.3% | +8.4% | +2.3% |
| 3M | +14.4% | -1.7% | +16.0% | +14.5% |
| 6M | +88.7% | -9.8% | +98.5% | +93.8% |
| YTD | +100.0% | -25.6% | +125.6% | +120.5% |
| 1Y | +99.9% | -32.5% | +132.4% | +127.9% |
| 3Y | +147.9% | +45.6% | +102.3% | +90.1% |
| 5Y | +155.8% | +3.7% | +152.1% | +123.4% |
| All | +2,111.2% | +321.9% | +1,789.3% | +1,127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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