+7,050.4%
FTNT vs CL
+249.0%
+6,801.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.3% |
| 7D | -12.7% | +1.3% | -14.0% | -13.1% |
| 30D | -37.2% | +11.4% | -48.6% | -39.7% |
| 3M | -25.8% | +4.4% | -30.2% | -27.2% |
| 6M | +32.1% | +10.8% | +21.3% | +26.2% |
| YTD | +49.7% | +25.1% | +24.5% | +35.3% |
| 1Y | +47.6% | +28.0% | +19.6% | +32.1% |
| 3Y | +137.2% | +37.6% | +99.6% | +99.5% |
| 5Y | +74.2% | +39.7% | +34.5% | +43.9% |
| 10Y | +1,824.2% | +75.8% | +1,748.4% | +1,291.4% |
| All | +7,050.4% | +249.0% | +6,801.4% | +3,317.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling