+147.4%
FTNT vs CLF
-14.9%
+162.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.3% |
| 7D | -5.8% | +7.6% | -13.4% | -6.8% |
| 30D | -4.8% | -1.2% | -3.6% | -4.7% |
| 3M | +4.4% | -13.4% | +17.8% | +5.9% |
| 6M | +88.8% | +15.4% | +73.4% | +83.3% |
| YTD | +96.8% | -5.9% | +102.7% | +94.8% |
| 1Y | +104.5% | +18.8% | +85.6% | +92.0% |
| All | +147.4% | -14.9% | +162.3% | +121.7% |
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