+316.1%
FTNT vs CPNG
-76.2%
+392.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.8% | -2.4% |
| 7D | -0.1% | -1.1% | +1.0% | +0.1% |
| 30D | -3.0% | -7.4% | +4.4% | -1.6% |
| 3M | +7.6% | -12.3% | +19.9% | +10.1% |
| 6M | +87.0% | -19.4% | +106.4% | +92.6% |
| YTD | +96.5% | -35.9% | +132.4% | +112.9% |
| 1Y | +92.9% | -53.4% | +146.3% | +125.0% |
| 3Y | +139.8% | -20.0% | +159.8% | +139.5% |
| 5Y | +151.3% | -49.6% | +200.9% | +143.5% |
| All | +316.1% | -76.2% | +392.3% | +324.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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