+1,947.1%
FTNT vs CSGP
+61.2%
+1,885.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +5.7% | -6.1% | +11.8% | +8.4% |
| 30D | -32.1% | +0.3% | -32.4% | -33.3% |
| 3M | -19.5% | -1.3% | -18.1% | -21.2% |
| 6M | +13.8% | -8.9% | +22.7% | +13.6% |
| YTD | +63.1% | -55.2% | +118.4% | +119.9% |
| 1Y | +57.7% | -56.4% | +114.1% | +114.8% |
| 3Y | +154.9% | -62.2% | +217.1% | +255.3% |
| 5Y | +89.3% | -63.7% | +153.0% | +159.6% |
| All | +1,947.1% | +61.2% | +1,885.9% | +1,175.7% |
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