+2,072.5%
FTNT vs CMI
+516.5%
+1,556.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.2% |
| 7D | -0.1% | -0.7% | +0.6% | +0.1% |
| 30D | -3.0% | -12.4% | +9.4% | +1.5% |
| 3M | +7.6% | -14.8% | +22.4% | +12.9% |
| 6M | +87.0% | +0.8% | +86.2% | +80.6% |
| YTD | +96.5% | +10.2% | +86.3% | +81.9% |
| 1Y | +92.9% | +37.4% | +55.5% | +61.8% |
| 3Y | +139.8% | +153.3% | -13.4% | +51.8% |
| 5Y | +151.3% | +167.6% | -16.3% | +53.8% |
| All | +2,072.5% | +516.5% | +1,556.0% | +773.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling