+2,359.7%
FTNT vs CG
+295.0%
+2,064.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +4.2% |
| 7D | -1.0% | -3.8% | +2.8% | +0.4% |
| 30D | -33.6% | +7.5% | -41.1% | -35.8% |
| 3M | -20.9% | -14.4% | -6.5% | -17.0% |
| 6M | +11.0% | -15.7% | +26.6% | +16.4% |
| YTD | +61.3% | -29.0% | +90.3% | +78.2% |
| 1Y | +53.1% | -22.1% | +75.2% | +62.8% |
| 3Y | +152.1% | +49.1% | +102.9% | +96.7% |
| 5Y | +90.1% | -18.4% | +108.5% | +83.0% |
| 10Y | +1,910.4% | +295.1% | +1,615.3% | +1,004.1% |
| All | +2,359.7% | +295.0% | +2,064.7% | +1,139.2% |
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