+2,098.3%
FTNT vs CLF
+116.4%
+1,981.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | +0.1% |
| 7D | +1.7% | -2.7% | +4.4% | +2.2% |
| 30D | -4.3% | -3.2% | -1.1% | -3.9% |
| 3M | +13.6% | -5.0% | +18.6% | +13.6% |
| 6M | +87.6% | +26.6% | +61.0% | +77.6% |
| YTD | +98.0% | -9.0% | +106.9% | +95.9% |
| 1Y | +96.9% | +11.8% | +85.1% | +85.3% |
| 3Y | +145.4% | -15.1% | +160.5% | +129.9% |
| 5Y | +153.0% | -48.2% | +201.2% | +149.7% |
| 10Y | +2,098.3% | +127.6% | +1,970.7% | +1,420.6% |
| All | +2,098.3% | +116.4% | +1,981.9% | +1,420.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling