+145.8%
FTNT vs CPB
-40.5%
+186.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.8% |
| 7D | -2.7% | -8.2% | +5.5% | -3.1% |
| 30D | -1.4% | -5.6% | +4.2% | -1.6% |
| 3M | +10.1% | +3.0% | +7.1% | +10.2% |
| 6M | +88.2% | -12.7% | +100.9% | +87.2% |
| YTD | +98.3% | -18.0% | +116.3% | +97.1% |
| 1Y | +96.0% | -31.7% | +127.7% | +92.3% |
| 3Y | +145.8% | -41.0% | +186.7% | +141.5% |
| All | +145.8% | -40.5% | +186.3% | +141.5% |
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