+96.9%
FTNT vs CL
+7.3%
+89.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.3% |
| 7D | +1.7% | -2.3% | +4.0% | +1.0% |
| 30D | -4.3% | -5.5% | +1.2% | -5.9% |
| 3M | +13.6% | +0.8% | +12.8% | +14.1% |
| 6M | +87.6% | -4.2% | +91.8% | +86.6% |
| YTD | +98.0% | +13.4% | +84.6% | +104.0% |
| 1Y | +96.9% | +7.1% | +89.9% | +100.8% |
| All | +96.9% | +7.3% | +89.6% | +100.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling