+146.6%
FTNT vs CLF
-27.6%
+174.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.0% | -3.9% | +2.2% |
| 7D | -3.0% | -14.1% | +11.1% | -1.4% |
| 30D | -37.1% | -5.5% | -31.6% | -37.0% |
| 3M | -23.3% | 0.0% | -23.3% | -23.8% |
| 6M | +7.4% | +11.3% | -3.9% | +4.7% |
| YTD | +54.2% | -7.7% | +61.9% | +52.2% |
| 1Y | +49.7% | +17.5% | +32.2% | +42.2% |
| 3Y | +146.6% | -25.4% | +172.0% | +138.4% |
| All | +146.6% | -27.6% | +174.2% | +138.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling