+7,050.4%
FTNT vs CSGP
+625.0%
+6,425.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.7% | +1.7% | -1.0% |
| 7D | -12.7% | +1.3% | -13.9% | -13.4% |
| 30D | -37.2% | +10.7% | -47.9% | -41.2% |
| 3M | -25.8% | +3.3% | -29.1% | -28.9% |
| 6M | +32.1% | -10.3% | +42.4% | +32.6% |
| YTD | +49.7% | -54.6% | +104.2% | +101.1% |
| 1Y | +47.6% | -54.6% | +102.2% | +97.9% |
| 3Y | +137.2% | -60.3% | +197.5% | +224.7% |
| 5Y | +74.2% | -63.3% | +137.5% | +141.2% |
| 10Y | +1,824.2% | +66.5% | +1,757.7% | +1,101.7% |
| All | +7,050.4% | +625.0% | +6,425.5% | +1,639.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling