+90.1%
FTNT vs CSGP
-63.2%
+153.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | -1.0% | -7.1% | +6.1% | +1.4% |
| 30D | -33.6% | +3.6% | -37.2% | -35.3% |
| 3M | -20.9% | -2.7% | -18.1% | -21.8% |
| 6M | +11.0% | -8.0% | +19.0% | +10.8% |
| YTD | +61.3% | -55.0% | +116.3% | +113.0% |
| 1Y | +53.1% | -55.8% | +108.9% | +103.3% |
| 3Y | +152.1% | -62.0% | +214.1% | +241.2% |
| 5Y | +90.1% | -62.9% | +153.1% | +179.1% |
| All | +90.1% | -63.2% | +153.4% | +179.1% |
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