+96.0%
FTNT vs CSGP
-66.0%
+161.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.9% |
| 7D | -2.7% | -5.1% | +2.4% | -2.3% |
| 30D | -1.4% | +0.3% | -1.7% | -1.6% |
| 3M | +10.1% | -9.1% | +19.2% | +11.4% |
| 6M | +88.2% | -37.3% | +125.5% | +97.9% |
| YTD | +98.3% | -54.9% | +153.2% | +116.9% |
| 1Y | +96.0% | -65.5% | +161.5% | +122.3% |
| All | +96.0% | -66.0% | +161.9% | +122.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling