+154.6%
FTNT vs CP
+34.0%
+120.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 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