+148.8%
FTNT vs CL
+28.4%
+120.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | 0.0% |
| 7D | -5.8% | -2.2% | -3.7% | -5.8% |
| 30D | -4.8% | -4.8% | +0.1% | -4.6% |
| 3M | +4.4% | +4.9% | -0.5% | +4.0% |
| 6M | +88.8% | -5.7% | +94.5% | +89.8% |
| YTD | +96.8% | +14.4% | +82.4% | +92.6% |
| 1Y | +104.5% | +8.7% | +95.7% | +101.7% |
| 3Y | +156.8% | +30.0% | +126.8% | +133.5% |
| All | +148.8% | +28.4% | +120.4% | +131.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling