+92.9%
FTNT vs CLX
-25.9%
+118.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.9% |
| 7D | -0.1% | -5.7% | +5.6% | -0.7% |
| 30D | -3.0% | -17.0% | +14.1% | -4.7% |
| 3M | +7.6% | -9.7% | +17.3% | +6.8% |
| 6M | +87.0% | -19.8% | +106.8% | +84.7% |
| YTD | +96.5% | -9.8% | +106.4% | +93.8% |
| 1Y | +92.9% | -26.2% | +119.1% | +81.0% |
| All | +92.9% | -25.9% | +118.8% | +81.0% |
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