+153.0%
FTNT vs CG
+5.5%
+147.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +1.4% |
| 7D | +1.7% | -6.4% | +8.2% | +4.4% |
| 30D | -4.3% | -7.1% | +2.8% | -1.6% |
| 3M | +13.6% | -1.6% | +15.2% | +13.8% |
| 6M | +87.6% | -8.3% | +95.9% | +91.4% |
| YTD | +98.0% | -23.8% | +121.8% | +116.1% |
| 1Y | +96.9% | -28.7% | +125.7% | +119.6% |
| 3Y | +145.4% | +49.2% | +96.2% | +79.7% |
| 5Y | +153.0% | +5.5% | +147.5% | +133.9% |
| All | +153.0% | +5.5% | +147.5% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling