+2,098.3%
FTNT vs CP
+224.3%
+1,873.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.4% |
| 7D | +1.7% | +0.6% | +1.1% | +1.4% |
| 30D | -4.3% | -0.5% | -3.8% | -4.1% |
| 3M | +13.6% | +0.1% | +13.5% | +13.2% |
| 6M | +87.6% | +7.8% | +79.8% | +78.4% |
| YTD | +98.0% | +22.9% | +75.1% | +74.8% |
| 1Y | +96.9% | +21.3% | +75.6% | +74.6% |
| 3Y | +145.4% | +20.4% | +125.0% | +112.3% |
| 5Y | +153.0% | +34.9% | +118.0% | +102.4% |
| 10Y | +2,098.3% | +233.3% | +1,864.9% | +954.4% |
| All | +2,098.3% | +224.3% | +1,873.9% | +954.4% |
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