+9,359.7%
FTNT vs CNC
+1,283.6%
+8,076.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +1.7% | -4.9% | +6.6% | +2.8% |
| 30D | -4.3% | -3.8% | -0.5% | -3.6% |
| 3M | +13.6% | -3.2% | +16.9% | +14.0% |
| 6M | +87.6% | +47.9% | +39.7% | +70.3% |
| YTD | +98.0% | +55.7% | +42.3% | +76.9% |
| 1Y | +96.9% | +106.2% | -9.3% | +63.7% |
| 3Y | +145.4% | -2.1% | +147.5% | +127.5% |
| 5Y | +153.0% | +3.4% | +149.6% | +128.6% |
| 10Y | +2,098.3% | +91.7% | +2,006.6% | +1,508.2% |
| All | +9,359.7% | +1,283.6% | +8,076.1% | +3,233.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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