+7,554.6%
FTNT vs CLX
+206.7%
+7,347.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.0% |
| 7D | +7.1% | +9.5% | -2.5% | +5.4% |
| 30D | -30.9% | +30.7% | -61.6% | -34.1% |
| 3M | -23.1% | +4.2% | -27.3% | -23.8% |
| 6M | +8.1% | +22.1% | -14.0% | +3.6% |
| YTD | +60.2% | +14.1% | +46.1% | +54.6% |
| 1Y | +57.0% | +10.3% | +46.7% | +52.5% |
| 3Y | +152.9% | -7.8% | +160.7% | +151.9% |
| 5Y | +85.9% | -20.8% | +106.7% | +88.1% |
| 10Y | +1,896.5% | +31.9% | +1,864.7% | +1,543.3% |
| All | +7,554.6% | +206.7% | +7,347.9% | +4,264.6% |
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