+96.9%
FTNT vs CI
-6.0%
+102.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | +1.7% | -1.1% | +2.8% | +1.7% |
| 30D | -4.3% | +0.5% | -4.7% | -4.2% |
| 3M | +13.6% | -5.2% | +18.8% | +13.9% |
| 6M | +87.6% | +4.3% | +83.3% | +86.2% |
| YTD | +98.0% | +2.8% | +95.2% | +97.2% |
| 1Y | +96.9% | -5.8% | +102.7% | +96.5% |
| All | +96.9% | -6.0% | +102.9% | +96.5% |
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 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