+152.9%
FTNT vs CL
+40.9%
+112.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -1.4% |
| 7D | +7.1% | +3.2% | +3.8% | +7.7% |
| 30D | -30.9% | +8.0% | -38.9% | -29.7% |
| 3M | -23.1% | +7.9% | -31.0% | -21.8% |
| 6M | +8.1% | +14.7% | -6.6% | +11.1% |
| YTD | +60.2% | +29.2% | +31.0% | +65.8% |
| 1Y | +57.0% | +29.5% | +27.5% | +62.5% |
| 3Y | +152.9% | +40.7% | +112.3% | +170.3% |
| All | +152.9% | +40.9% | +112.0% | +170.3% |
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