+104.5%
FTNT vs CMI
+45.0%
+59.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | 0.0% |
| 7D | -5.8% | -0.7% | -5.1% | -5.9% |
| 30D | -4.8% | -13.4% | +8.7% | -5.4% |
| 3M | +4.4% | -17.0% | +21.4% | +3.5% |
| 6M | +88.8% | -1.6% | +90.4% | +82.6% |
| YTD | +96.8% | +11.0% | +85.8% | +90.6% |
| 1Y | +104.5% | +41.9% | +62.6% | +101.9% |
| All | +104.5% | +45.0% | +59.5% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling