+152.9%
FTNT vs CLX
-6.4%
+159.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.7% |
| 7D | +7.1% | +9.5% | -2.5% | +7.5% |
| 30D | -30.9% | +30.7% | -61.6% | -30.0% |
| 3M | -23.1% | +4.2% | -27.3% | -22.5% |
| 6M | +8.1% | +22.1% | -14.0% | +9.2% |
| YTD | +60.2% | +14.1% | +46.1% | +61.3% |
| 1Y | +57.0% | +10.3% | +46.7% | +58.5% |
| 3Y | +152.9% | -7.8% | +160.7% | +169.0% |
| All | +152.9% | -6.4% | +159.3% | +169.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling