+7,607.6%
FTNT vs CLF
-64.5%
+7,672.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.4% |
| 7D | -1.0% | +2.3% | -3.3% | -1.4% |
| 30D | -33.6% | +1.9% | -35.5% | -34.1% |
| 3M | -20.9% | +5.9% | -26.8% | -22.1% |
| 6M | +11.0% | +16.9% | -5.9% | +6.8% |
| YTD | +61.3% | -1.1% | +62.4% | +56.9% |
| 1Y | +53.1% | +28.8% | +24.3% | +43.1% |
| 3Y | +152.1% | -20.6% | +172.7% | +140.3% |
| 5Y | +90.1% | -41.5% | +131.6% | +84.9% |
| 10Y | +1,910.4% | +87.5% | +1,822.8% | +1,406.0% |
| All | +7,607.6% | -64.5% | +7,672.1% | +7,074.6% |
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 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