+69.2%
FTNT vs CP
+24.4%
+44.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.3% |
| 7D | -12.7% | +2.8% | -15.4% | -13.7% |
| 30D | -37.2% | +10.2% | -47.4% | -39.6% |
| 3M | -25.8% | +2.4% | -28.1% | -26.6% |
| 6M | +32.1% | +7.7% | +24.5% | +27.4% |
| YTD | +49.7% | +26.0% | +23.7% | +32.8% |
| 1Y | +47.6% | +34.6% | +12.9% | +26.5% |
| 3Y | +137.2% | +26.7% | +110.5% | +102.2% |
| All | +69.2% | +24.4% | +44.8% | +43.2% |
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