+1,850.8%
FTNT vs CP
+256.1%
+1,594.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.0% | +2.1% |
| 7D | -3.0% | +2.8% | -5.7% | -4.2% |
| 30D | -37.1% | +11.3% | -48.4% | -40.4% |
| 3M | -23.3% | +2.9% | -26.1% | -24.5% |
| 6M | +7.4% | +9.8% | -2.4% | +1.8% |
| YTD | +54.2% | +28.5% | +25.7% | +33.0% |
| 1Y | +49.7% | +33.5% | +16.2% | +26.3% |
| 3Y | +146.6% | +31.9% | +114.6% | +103.3% |
| 5Y | +75.4% | +25.5% | +49.9% | +46.6% |
| All | +1,850.8% | +256.1% | +1,594.7% | +826.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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