+155.8%
FTNT vs CLBK
+41.8%
+114.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | +1.6% | -1.4% | +3.0% | +1.8% |
| 30D | -1.9% | +4.5% | -6.4% | -2.5% |
| 3M | +14.4% | +22.8% | -8.4% | +11.0% |
| 6M | +88.7% | +43.4% | +45.2% | +79.1% |
| YTD | +100.0% | +64.1% | +35.9% | +86.2% |
| 1Y | +99.9% | +67.6% | +32.3% | +85.1% |
| 3Y | +147.9% | +53.3% | +94.7% | +129.7% |
| 5Y | +155.8% | +44.8% | +111.0% | +135.2% |
| All | +155.8% | +41.8% | +114.0% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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