+1,868.3%
FTNT vs CI
+147.8%
+1,720.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.2% |
| 7D | -3.5% | +2.6% | -6.1% | -4.2% |
| 30D | -36.5% | +7.3% | -43.9% | -37.9% |
| 3M | -24.7% | +9.5% | -34.2% | -26.8% |
| 6M | +8.3% | +6.4% | +1.9% | +5.5% |
| YTD | +55.6% | +12.0% | +43.6% | +48.9% |
| 1Y | +50.2% | +20.1% | +30.1% | +40.8% |
| 3Y | +143.2% | +9.6% | +133.6% | +123.9% |
| 5Y | +85.5% | +52.7% | +32.7% | +49.0% |
| 10Y | +1,868.3% | +150.3% | +1,718.0% | +1,187.7% |
| All | +1,868.3% | +147.8% | +1,720.5% | +1,187.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling