+791.9%
CDE vs FTNT
+140.8%
+651.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +2.9% | +1.4% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | +9.5% | -3.0% | +12.4% | +9.7% |
| 3M | +25.5% | +7.6% | +17.9% | +24.2% |
| 6M | -7.9% | +87.0% | -94.9% | -13.9% |
| YTD | +15.6% | +96.5% | -81.0% | +7.5% |
| 1Y | +34.0% | +92.9% | -58.9% | +25.1% |
| 3Y | +791.9% | +139.8% | +652.1% | +762.8% |
| All | +791.9% | +140.8% | +651.1% | +762.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 3y: compounded portfolio wealth divided by compounded FTNT 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…
3y analysis · Full analysis span regression · 6 months rolling