+69.2%
FTNT vs CSGP
-63.4%
+132.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.7% | +1.7% | -1.5% |
| 7D | -12.7% | +1.3% | -13.9% | -13.2% |
| 30D | -37.2% | +10.7% | -47.9% | -40.3% |
| 3M | -25.8% | +3.3% | -29.1% | -28.2% |
| 6M | +32.1% | -10.3% | +42.4% | +33.3% |
| YTD | +49.7% | -54.6% | +104.2% | +97.1% |
| 1Y | +47.6% | -54.6% | +102.2% | +94.0% |
| 3Y | +137.2% | -60.3% | +197.5% | +213.8% |
| All | +69.2% | -63.4% | +132.6% | +154.2% |
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