+89.8%
FTNT vs CSGP
-62.5%
+152.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.6% | -2.7% |
| 7D | +7.1% | +1.3% | +5.7% | +6.5% |
| 30D | -30.9% | +2.8% | -33.7% | -32.4% |
| 3M | -23.1% | -6.3% | -16.8% | -22.8% |
| 6M | +8.1% | -3.2% | +11.3% | +6.0% |
| YTD | +60.2% | -54.0% | +114.2% | +109.9% |
| 1Y | +57.0% | -54.8% | +111.8% | +107.1% |
| 3Y | +152.9% | -60.6% | +213.5% | +236.9% |
| All | +89.8% | -62.5% | +152.3% | +190.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling