+141.6%
FTNT vs CLX
-35.1%
+176.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.2% |
| 7D | +1.7% | -4.9% | +6.7% | +1.7% |
| 30D | -4.3% | -15.8% | +11.6% | -4.4% |
| 3M | +13.6% | -7.9% | +21.5% | +13.6% |
| 6M | +87.6% | -19.0% | +106.6% | +88.5% |
| YTD | +98.0% | -7.9% | +105.9% | +97.1% |
| 1Y | +96.9% | -25.4% | +122.3% | +98.6% |
| All | +141.6% | -35.1% | +176.7% | +165.7% |
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