+152.7%
FTNT vs CI
+42.7%
+110.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -5.8% | +1.3% | -7.2% | -6.0% |
| 30D | -4.8% | +4.4% | -9.2% | -5.4% |
| 3M | +4.4% | +0.7% | +3.8% | +4.0% |
| 6M | +88.8% | +0.3% | +88.4% | +87.8% |
| YTD | +96.8% | +3.8% | +93.0% | +94.5% |
| 1Y | +104.5% | -5.5% | +110.0% | +104.3% |
| 3Y | +156.8% | +8.1% | +148.6% | +141.5% |
| All | +152.7% | +42.7% | +110.0% | +114.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling