+2,088.5%
FTNT vs CNP
+141.0%
+1,947.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +1.7% | +0.7% | +1.1% | +1.5% |
| 30D | -4.3% | -0.1% | -4.2% | -4.3% |
| 3M | +13.6% | -5.6% | +19.2% | +15.4% |
| 6M | +87.6% | -7.5% | +95.1% | +91.2% |
| YTD | +98.0% | +5.5% | +92.5% | +92.5% |
| 1Y | +96.9% | +8.3% | +88.6% | +89.4% |
| 3Y | +145.4% | +51.8% | +93.6% | +106.3% |
| 5Y | +153.0% | +69.9% | +83.1% | +104.0% |
| All | +2,088.5% | +141.0% | +1,947.5% | +1,434.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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