+2,072.5%
FTNT vs CPAY
+155.2%
+1,917.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -0.1% | -2.0% | +1.8% | +0.7% |
| 30D | -3.0% | -0.4% | -2.6% | -3.0% |
| 3M | +7.6% | +16.4% | -8.8% | -0.3% |
| 6M | +87.0% | +23.5% | +63.4% | +67.6% |
| YTD | +96.5% | +35.7% | +60.9% | +66.4% |
| 1Y | +92.9% | +30.2% | +62.8% | +65.4% |
| 3Y | +139.8% | +49.7% | +90.1% | +89.1% |
| 5Y | +151.3% | +56.6% | +94.8% | +90.5% |
| All | +2,072.5% | +155.2% | +1,917.3% | +1,243.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling