+147.4%
FTNT vs CL
+31.1%
+116.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | -0.2% |
| 7D | -5.8% | -2.2% | -3.7% | -6.1% |
| 30D | -4.8% | -4.8% | +0.1% | -5.4% |
| 3M | +4.4% | +4.9% | -0.5% | +5.1% |
| 6M | +88.8% | -5.7% | +94.5% | +88.5% |
| YTD | +96.8% | +14.4% | +82.4% | +98.4% |
| 1Y | +104.5% | +8.7% | +95.7% | +106.2% |
| All | +147.4% | +31.1% | +116.3% | +142.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling