+2,063.6%
FTNT vs CL
+51.8%
+2,011.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -2.7% | -1.4% | -1.3% | -2.4% |
| 30D | -1.4% | -5.2% | +3.9% | 0.0% |
| 3M | +10.1% | +3.3% | +6.8% | +8.7% |
| 6M | +88.2% | -4.4% | +92.6% | +89.5% |
| YTD | +98.3% | +13.9% | +84.4% | +87.9% |
| 1Y | +96.0% | +7.6% | +88.3% | +88.8% |
| 3Y | +145.8% | +29.6% | +116.2% | +114.0% |
| 5Y | +154.6% | +28.1% | +126.6% | +120.8% |
| 10Y | +2,063.6% | +53.4% | +2,010.3% | +1,636.2% |
| All | +2,063.6% | +51.8% | +2,011.8% | +1,636.2% |
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