+1,868.3%
FTNT vs CP
+255.2%
+1,613.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -3.5% | +2.8% | -6.3% | -4.8% |
| 30D | -36.5% | +11.0% | -47.6% | -39.8% |
| 3M | -24.7% | +3.8% | -28.6% | -26.3% |
| 6M | +8.3% | +9.5% | -1.2% | +2.8% |
| YTD | +55.6% | +28.2% | +27.4% | +34.3% |
| 1Y | +50.2% | +33.0% | +17.2% | +26.9% |
| 3Y | +143.2% | +35.5% | +107.6% | +97.5% |
| 5Y | +85.5% | +25.8% | +59.7% | +54.7% |
| 10Y | +1,868.3% | +250.7% | +1,617.6% | +836.1% |
| All | +1,868.3% | +255.2% | +1,613.1% | +836.1% |
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