+152.4%
FTNT vs CSGP
-61.9%
+214.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.4% |
| 7D | -5.8% | -4.1% | -1.8% | -5.2% |
| 30D | -4.8% | +2.3% | -7.1% | -5.4% |
| 3M | +4.4% | -8.2% | +12.6% | +5.6% |
| 6M | +88.8% | -35.1% | +123.8% | +104.9% |
| YTD | +96.8% | -54.0% | +150.8% | +129.6% |
| 1Y | +104.5% | -65.3% | +169.8% | +156.3% |
| All | +152.4% | -61.9% | +214.4% | +220.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling