+1,947.1%
FTNT vs CL
+84.7%
+1,862.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +5.7% | -0.8% | +6.5% | +6.0% |
| 30D | -32.1% | +9.5% | -41.6% | -33.8% |
| 3M | -19.5% | +6.6% | -26.1% | -21.0% |
| 6M | +13.8% | +13.2% | +0.5% | +9.2% |
| YTD | +63.1% | +26.9% | +36.3% | +49.9% |
| 1Y | +57.7% | +27.6% | +30.1% | +44.5% |
| 3Y | +154.9% | +39.1% | +115.8% | +118.8% |
| 5Y | +89.3% | +41.3% | +48.0% | +60.0% |
| All | +1,947.1% | +84.7% | +1,862.4% | +1,479.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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