+57.7%
FTNT vs CI
+13.7%
+44.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.0% |
| 7D | +5.7% | -1.7% | +7.5% | +5.6% |
| 30D | -32.1% | +4.9% | -37.0% | -32.0% |
| 3M | -19.5% | +7.4% | -26.9% | -19.2% |
| 6M | +13.8% | +0.4% | +13.4% | +15.0% |
| YTD | +63.1% | +9.5% | +53.7% | +62.2% |
| 1Y | +57.7% | +12.0% | +45.7% | +56.2% |
| All | +57.7% | +13.7% | +44.0% | +56.2% |
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