+162.8%
FTNT vs CNQ
+278.6%
-115.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -0.1% | +0.1% | -0.3% | -0.2% |
| 30D | -3.0% | +6.2% | -9.2% | -4.4% |
| 3M | +7.6% | +12.4% | -4.8% | +4.5% |
| 6M | +87.0% | +9.0% | +77.9% | +82.1% |
| YTD | +96.5% | +52.2% | +44.3% | +75.7% |
| 1Y | +92.9% | +65.0% | +27.9% | +68.4% |
| 3Y | +139.8% | +78.8% | +61.0% | +99.8% |
| All | +162.8% | +278.6% | -115.8% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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