+51.8%
FTNT vs CLX
-6.5%
+58.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | +1.7% |
| 7D | -25.7% | +14.2% | -39.9% | -24.2% |
| 30D | -29.7% | +22.7% | -52.4% | -28.0% |
| 3M | -23.1% | -2.8% | -20.3% | -22.6% |
| 6M | +45.0% | +17.7% | +27.3% | +47.7% |
| YTD | +62.9% | +3.3% | +59.6% | +60.2% |
| 1Y | +51.8% | -5.6% | +57.5% | +55.8% |
| All | +51.8% | -6.5% | +58.4% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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