+147.4%
FTNT vs CMS
+35.9%
+111.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | -0.1% |
| 7D | -5.8% | +0.4% | -6.2% | -5.8% |
| 30D | -4.8% | -3.6% | -1.2% | -5.1% |
| 3M | +4.4% | -1.9% | +6.3% | +4.1% |
| 6M | +88.8% | -11.0% | +99.8% | +88.1% |
| YTD | +96.8% | +0.2% | +96.6% | +95.3% |
| 1Y | +104.5% | -1.3% | +105.8% | +102.9% |
| All | +147.4% | +35.9% | +111.6% | +131.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling