+96.0%
FTNT vs CLF
+7.9%
+88.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.4% | +0.9% |
| 7D | -2.7% | +6.5% | -9.2% | -3.1% |
| 30D | -1.4% | +0.2% | -1.6% | -1.4% |
| 3M | +10.1% | -3.1% | +13.2% | +10.5% |
| 6M | +88.2% | +25.0% | +63.2% | +84.9% |
| YTD | +98.3% | -7.5% | +105.8% | +97.2% |
| 1Y | +96.0% | +11.5% | +84.4% | +86.6% |
| All | +96.0% | +7.9% | +88.1% | +86.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling