+2,063.6%
FTNT vs CMS
+117.1%
+1,946.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -2.7% | +1.2% | -3.9% | -2.9% |
| 30D | -1.4% | -3.2% | +1.8% | -0.8% |
| 3M | +10.1% | -2.2% | +12.3% | +10.3% |
| 6M | +88.2% | -9.4% | +97.6% | +91.3% |
| YTD | +98.3% | +0.7% | +97.6% | +96.5% |
| 1Y | +96.0% | +0.4% | +95.6% | +94.0% |
| 3Y | +145.8% | +35.2% | +110.6% | +122.9% |
| 5Y | +154.6% | +24.1% | +130.5% | +134.4% |
| 10Y | +2,063.6% | +115.8% | +1,947.8% | +1,740.5% |
| All | +2,063.6% | +117.1% | +1,946.5% | +1,740.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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