+9,303.7%
FTNT vs CP
+992.9%
+8,310.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.2% |
| 7D | -5.8% | -2.7% | -3.2% | -4.7% |
| 30D | -4.8% | +0.2% | -4.9% | -4.9% |
| 3M | +4.4% | +2.6% | +1.9% | +2.9% |
| 6M | +88.8% | +6.0% | +82.8% | +81.8% |
| YTD | +96.8% | +24.9% | +71.9% | +74.3% |
| 1Y | +104.5% | +20.1% | +84.4% | +84.2% |
| 3Y | +156.8% | +16.4% | +140.4% | +129.7% |
| 5Y | +144.1% | +31.7% | +112.3% | +103.8% |
| 10Y | +2,021.8% | +223.9% | +1,797.9% | +1,035.6% |
| All | +9,303.7% | +992.9% | +8,310.8% | +2,265.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling