+7,335.0%
FTNT vs CP
+1,021.5%
+6,313.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -3.5% | +2.8% | -6.3% | -4.7% |
| 30D | -36.5% | +11.0% | -47.6% | -39.5% |
| 3M | -24.7% | +3.8% | -28.6% | -26.2% |
| 6M | +8.3% | +9.5% | -1.2% | +3.2% |
| YTD | +55.6% | +28.2% | +27.4% | +36.1% |
| 1Y | +50.2% | +33.0% | +17.2% | +28.9% |
| 3Y | +143.2% | +35.5% | +107.6% | +102.4% |
| 5Y | +85.5% | +25.8% | +59.7% | +58.5% |
| 10Y | +1,868.3% | +250.7% | +1,617.6% | +917.9% |
| All | +7,335.0% | +1,021.5% | +6,313.5% | +1,746.2% |
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