+154.6%
FTNT vs CNP
+76.4%
+78.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.5% |
| 7D | -2.7% | +1.6% | -4.4% | -3.1% |
| 30D | -1.4% | -0.8% | -0.6% | -1.2% |
| 3M | +10.1% | -3.6% | +13.6% | +10.8% |
| 6M | +88.2% | -6.9% | +95.1% | +91.1% |
| YTD | +98.3% | +6.4% | +91.9% | +91.9% |
| 1Y | +96.0% | +9.9% | +86.0% | +87.0% |
| 3Y | +145.8% | +53.1% | +92.7% | +102.8% |
| 5Y | +154.6% | +72.0% | +82.7% | +105.8% |
| All | +154.6% | +76.4% | +78.2% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling