+7,554.6%
FTNT vs CPB
+19.4%
+7,535.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -2.3% |
| 7D | +7.1% | -1.6% | +8.6% | +7.3% |
| 30D | -30.9% | +19.2% | -50.1% | -32.9% |
| 3M | -23.1% | -0.9% | -22.2% | -23.3% |
| 6M | +8.1% | +15.2% | -7.1% | +4.8% |
| YTD | +60.2% | -13.1% | +73.3% | +62.7% |
| 1Y | +57.0% | -22.4% | +79.4% | +62.6% |
| 3Y | +152.9% | -35.3% | +188.2% | +165.7% |
| 5Y | +85.9% | -33.0% | +118.9% | +91.3% |
| 10Y | +1,896.5% | -39.2% | +1,935.7% | +1,952.7% |
| All | +7,554.6% | +19.4% | +7,535.2% | +4,838.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling