+1,828.7%
FTNT vs CSGP
+72.5%
+1,756.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +2.2% |
| 7D | -3.0% | -1.8% | -1.1% | -2.3% |
| 30D | -37.1% | +5.3% | -42.4% | -39.4% |
| 3M | -23.3% | +3.3% | -26.6% | -26.3% |
| 6M | +7.4% | -4.7% | +12.0% | +5.3% |
| YTD | +54.2% | -53.5% | +107.8% | +104.8% |
| 1Y | +49.7% | -53.7% | +103.5% | +98.7% |
| 3Y | +146.6% | -59.7% | +206.3% | +233.9% |
| 5Y | +75.4% | -62.5% | +137.9% | +137.7% |
| 10Y | +1,828.7% | +67.3% | +1,761.4% | +1,100.5% |
| All | +1,828.7% | +72.5% | +1,756.1% | +1,100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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