+162.8%
FTNT vs CMI
+164.8%
-2.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.1% |
| 7D | -0.1% | -0.7% | +0.6% | +0.1% |
| 30D | -3.0% | -12.4% | +9.4% | +1.1% |
| 3M | +7.6% | -14.8% | +22.4% | +12.4% |
| 6M | +87.0% | +0.8% | +86.2% | +79.0% |
| YTD | +96.5% | +10.2% | +86.3% | +79.7% |
| 1Y | +92.9% | +37.4% | +55.5% | +58.2% |
| 3Y | +139.8% | +153.3% | -13.4% | +40.4% |
| All | +162.8% | +164.8% | -2.0% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling