+1,868.3%
FTNT vs CL
+78.1%
+1,790.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -3.5% | +2.6% | -6.1% | -4.1% |
| 30D | -36.5% | +11.8% | -48.3% | -38.5% |
| 3M | -24.7% | +5.9% | -30.7% | -26.1% |
| 6M | +8.3% | +13.3% | -5.0% | +4.0% |
| YTD | +55.6% | +27.1% | +28.5% | +42.9% |
| 1Y | +50.2% | +28.0% | +22.2% | +37.5% |
| 3Y | +143.2% | +39.4% | +103.8% | +108.6% |
| 5Y | +85.5% | +40.8% | +44.7% | +57.1% |
| 10Y | +1,868.3% | +84.9% | +1,783.4% | +1,425.9% |
| All | +1,868.3% | +78.1% | +1,790.2% | +1,425.9% |
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