+57.0%
FTNT vs CG
-25.8%
+82.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.9% |
| 7D | +7.1% | +0.2% | +6.9% | +7.0% |
| 30D | -30.9% | +11.2% | -42.1% | -31.9% |
| 3M | -23.1% | -22.1% | -1.0% | -20.1% |
| 6M | +8.1% | -17.9% | +26.0% | +11.3% |
| YTD | +60.2% | -31.3% | +91.5% | +65.3% |
| 1Y | +57.0% | -24.0% | +81.0% | +59.3% |
| All | +57.0% | -25.8% | +82.8% | +59.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling