+155.8%
FTNT vs CLX
-37.2%
+193.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.1% |
| 7D | +1.6% | -5.9% | +7.4% | +1.9% |
| 30D | -1.9% | -17.0% | +15.2% | -0.9% |
| 3M | +14.4% | -9.6% | +24.0% | +14.9% |
| 6M | +88.7% | -21.5% | +110.2% | +91.8% |
| YTD | +100.0% | -8.8% | +108.8% | +100.0% |
| 1Y | +99.9% | -24.7% | +124.5% | +103.7% |
| 3Y | +147.9% | -35.6% | +183.6% | +156.7% |
| 5Y | +155.8% | -37.6% | +193.4% | +149.0% |
| All | +155.8% | -37.2% | +193.0% | +149.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling