+319.9%
FTNT vs CPNG
-76.7%
+396.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.4% |
| 7D | -2.7% | -6.3% | +3.6% | -1.4% |
| 30D | -1.4% | -8.7% | +7.4% | +0.4% |
| 3M | +10.1% | -2.4% | +12.5% | +9.7% |
| 6M | +88.2% | -22.3% | +110.5% | +95.5% |
| YTD | +98.3% | -37.2% | +135.5% | +115.8% |
| 1Y | +96.0% | -53.0% | +148.9% | +128.0% |
| 3Y | +145.8% | -20.0% | +165.8% | +145.4% |
| 5Y | +154.6% | -52.8% | +207.4% | +148.5% |
| All | +319.9% | -76.7% | +396.5% | +330.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling