+152.9%
FTNT vs CPB
-35.1%
+188.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -1.5% |
| 7D | +7.1% | -1.6% | +8.6% | +6.9% |
| 30D | -30.9% | +19.2% | -50.1% | -29.9% |
| 3M | -23.1% | -0.9% | -22.2% | -22.7% |
| 6M | +8.1% | +15.2% | -7.1% | +9.5% |
| YTD | +60.2% | -13.1% | +73.3% | +60.3% |
| 1Y | +57.0% | -22.4% | +79.4% | +55.6% |
| 3Y | +152.9% | -35.3% | +188.2% | +151.1% |
| All | +152.9% | -35.1% | +188.0% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3y: compounded portfolio wealth divided by compounded CPB 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…
3y analysis · Full analysis span regression · 6 months rolling