+2,342.8%
FTNT vs CG
+282.0%
+2,060.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.2% |
| 7D | +7.1% | +0.2% | +6.9% | +6.8% |
| 30D | -30.9% | +11.2% | -42.1% | -34.1% |
| 3M | -23.1% | -22.1% | -1.0% | -16.5% |
| 6M | +8.1% | -17.9% | +26.0% | +14.5% |
| YTD | +60.2% | -31.3% | +91.5% | +79.0% |
| 1Y | +57.0% | -24.0% | +81.0% | +68.4% |
| 3Y | +152.9% | +45.0% | +108.0% | +99.3% |
| 5Y | +85.9% | -22.6% | +108.5% | +82.3% |
| 10Y | +1,896.5% | +282.1% | +1,614.4% | +1,009.2% |
| All | +2,342.8% | +282.0% | +2,060.8% | +1,144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling