+2,098.3%
FTNT vs CI
+143.6%
+1,954.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +1.7% | -1.1% | +2.8% | +2.0% |
| 30D | -4.3% | +0.5% | -4.7% | -4.5% |
| 3M | +13.6% | -5.2% | +18.8% | +14.8% |
| 6M | +87.6% | +4.3% | +83.3% | +83.7% |
| YTD | +98.0% | +2.8% | +95.2% | +94.4% |
| 1Y | +96.9% | -5.8% | +102.7% | +96.4% |
| 3Y | +145.4% | +4.7% | +140.6% | +128.6% |
| 5Y | +153.0% | +42.7% | +110.3% | +106.7% |
| 10Y | +2,098.3% | +141.0% | +1,957.3% | +1,376.5% |
| All | +2,098.3% | +143.6% | +1,954.7% | +1,376.5% |
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