+9,303.7%
FTNT vs CLF
-66.2%
+9,370.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.3% |
| 7D | -5.8% | +7.6% | -13.4% | -6.9% |
| 30D | -4.8% | -1.2% | -3.6% | -4.7% |
| 3M | +4.4% | -13.4% | +17.8% | +5.7% |
| 6M | +88.8% | +15.4% | +73.4% | +82.4% |
| YTD | +96.8% | -5.9% | +102.7% | +94.2% |
| 1Y | +104.5% | +18.8% | +85.6% | +92.6% |
| 3Y | +156.8% | -19.4% | +176.2% | +145.5% |
| 5Y | +144.1% | -47.7% | +191.8% | +141.8% |
| 10Y | +2,021.8% | +130.4% | +1,891.4% | +1,455.0% |
| All | +9,303.7% | -66.2% | +9,370.0% | +8,776.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling