+9,303.7%
FTNT vs CLX
+157.0%
+9,146.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -5.8% | -9.2% | +3.4% | -4.2% |
| 30D | -4.8% | -11.0% | +6.3% | -2.8% |
| 3M | +4.4% | +5.0% | -0.6% | +3.0% |
| 6M | +88.8% | -18.8% | +107.6% | +95.0% |
| YTD | +96.8% | -4.4% | +101.2% | +96.2% |
| 1Y | +104.5% | -21.9% | +126.3% | +112.3% |
| 3Y | +156.8% | -32.8% | +189.5% | +172.6% |
| 5Y | +144.1% | -34.6% | +178.6% | +155.7% |
| 10Y | +2,021.8% | -4.7% | +2,026.5% | +1,796.5% |
| All | +9,303.7% | +157.0% | +9,146.7% | +5,437.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling