+154.6%
FTNT vs CPB
-38.5%
+193.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.8% |
| 7D | -2.7% | -8.2% | +5.5% | -2.7% |
| 30D | -1.4% | -5.6% | +4.2% | -1.4% |
| 3M | +10.1% | +3.0% | +7.1% | +10.0% |
| 6M | +88.2% | -12.7% | +100.9% | +88.4% |
| YTD | +98.3% | -18.0% | +116.3% | +98.9% |
| 1Y | +96.0% | -31.7% | +127.7% | +96.6% |
| 3Y | +145.8% | -41.0% | +186.7% | +145.4% |
| 5Y | +154.6% | -38.4% | +193.0% | +165.5% |
| All | +154.6% | -38.5% | +193.2% | +165.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling