+7,268.8%
FTNT vs CMS
+728.8%
+6,540.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.5% | +2.9% |
| 7D | -3.0% | -0.9% | -2.1% | -2.7% |
| 30D | -37.1% | +7.1% | -44.2% | -38.4% |
| 3M | -23.3% | -1.3% | -22.0% | -23.3% |
| 6M | +7.4% | -2.7% | +10.0% | +7.4% |
| YTD | +54.2% | +2.6% | +51.6% | +51.4% |
| 1Y | +49.7% | -2.0% | +51.7% | +48.9% |
| 3Y | +146.6% | +39.6% | +107.0% | +116.8% |
| 5Y | +75.4% | +35.3% | +40.1% | +54.0% |
| 10Y | +1,828.7% | +132.3% | +1,696.3% | +1,246.8% |
| All | +7,268.8% | +728.8% | +6,540.1% | +2,504.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling