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  • FTNT vs CP✓SelectedUSD · CPFTNT vs CP performance historyLatest closeAs of+0.76%09/08
Stock and ETF performance explorer

FTNT vs CP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+154.6%
CP return
+34.0%
Excess return
+120.6%
Maximum drawdown
-38.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCPExcessAlpha
1D+0.8%-0.5%+1.3%+1.0%
7D-2.7%+2.4%-5.1%-3.7%
30D-1.4%-0.5%-0.8%-1.2%
3M+10.1%+1.4%+8.7%+9.2%
6M+88.2%+10.3%+77.9%+78.7%
YTD+98.3%+24.3%+74.0%+77.2%
1Y+96.0%+20.4%+75.5%+77.5%
3Y+145.8%+21.8%+124.0%+114.3%
5Y+154.6%+31.5%+123.1%+110.8%
All+154.6%+34.0%+120.6%+110.8%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling