+148.8%
FTNT vs CSGP
-64.7%
+213.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.8% |
| 7D | -5.8% | -4.1% | -1.8% | -4.4% |
| 30D | -4.8% | +2.3% | -7.1% | -6.1% |
| 3M | +4.4% | -8.2% | +12.6% | +6.2% |
| 6M | +88.8% | -35.1% | +123.8% | +120.0% |
| YTD | +96.8% | -54.0% | +150.8% | +161.4% |
| 1Y | +104.5% | -65.3% | +169.8% | +208.3% |
| 3Y | +156.8% | -62.6% | +219.3% | +255.9% |
| All | +148.8% | -64.7% | +213.5% | +205.2% |
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