+9,303.7%
FTNT vs CI
+928.2%
+8,375.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -5.8% | +1.3% | -7.2% | -6.3% |
| 30D | -4.8% | +4.4% | -9.2% | -6.2% |
| 3M | +4.4% | +0.7% | +3.8% | +3.6% |
| 6M | +88.8% | +0.3% | +88.4% | +86.6% |
| YTD | +96.8% | +3.8% | +93.0% | +92.0% |
| 1Y | +104.5% | -5.5% | +110.0% | +103.5% |
| 3Y | +156.8% | +8.1% | +148.6% | +134.8% |
| 5Y | +144.1% | +42.8% | +101.3% | +96.7% |
| 10Y | +2,021.8% | +143.9% | +1,877.9% | +1,184.7% |
| All | +9,303.7% | +928.2% | +8,375.5% | +2,912.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling