+145.8%
FTNT vs CP
+20.4%
+125.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -2.7% | +2.4% | -5.1% | -3.2% |
| 30D | -1.4% | -0.5% | -0.8% | -1.3% |
| 3M | +10.1% | +1.4% | +8.7% | +9.6% |
| 6M | +88.2% | +10.3% | +77.9% | +82.6% |
| YTD | +98.3% | +24.3% | +74.0% | +85.0% |
| 1Y | +96.0% | +20.4% | +75.5% | +84.5% |
| 3Y | +145.8% | +21.8% | +124.0% | +128.6% |
| All | +145.8% | +20.4% | +125.4% | +128.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling