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  • FTNT vs CP✓SelectedUSD · CPFTNT vs CP performance historyLatest closeAs of-0.04%09/04
Stock and ETF performance explorer

FTNT vs CP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,303.7%
CP return
+992.9%
Excess return
+8,310.8%
Maximum drawdown
-51.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCPExcessAlpha
1D0.0%+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