+51.8%
FTNT vs CI
+21.2%
+30.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.4% | +1.2% |
| 7D | -25.7% | +3.5% | -29.2% | -25.5% |
| 30D | -29.7% | +12.6% | -42.3% | -29.7% |
| 3M | -23.1% | +12.1% | -35.2% | -23.0% |
| 6M | +45.0% | +10.6% | +34.4% | +44.3% |
| YTD | +62.9% | +12.8% | +50.1% | +61.4% |
| 1Y | +51.8% | +18.0% | +33.8% | +48.3% |
| All | +51.8% | +21.2% | +30.6% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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