+144.1%
FTNT vs CPNG
-21.7%
+165.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +1.6% | -5.4% | +7.0% | +2.5% |
| 30D | -1.9% | -11.1% | +9.2% | -0.1% |
| 3M | +14.4% | -3.0% | +17.4% | +14.2% |
| 6M | +88.7% | -23.5% | +112.2% | +95.0% |
| YTD | +100.0% | -37.8% | +137.9% | +115.8% |
| 1Y | +99.9% | -54.3% | +154.2% | +130.9% |
| All | +144.1% | -21.7% | +165.8% | +152.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling