+7,271.2%
FTNT vs CSGP
+660.6%
+6,610.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.6% | -3.7% | -4.6% |
| 7D | -11.9% | +13.9% | -25.8% | -17.1% |
| 30D | -35.9% | +16.0% | -51.9% | -41.2% |
| 3M | -25.4% | +6.1% | -31.4% | -29.3% |
| 6M | +36.2% | -8.2% | +44.4% | +35.5% |
| YTD | +54.3% | -52.3% | +106.6% | +103.1% |
| 1Y | +42.5% | -54.5% | +97.0% | +91.5% |
| 3Y | +142.7% | -58.6% | +201.3% | +226.3% |
| 5Y | +79.5% | -61.5% | +141.0% | +143.7% |
| 10Y | +1,883.6% | +74.7% | +1,809.0% | +1,113.8% |
| All | +7,271.2% | +660.6% | +6,610.7% | +1,656.7% |
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