Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CDE vs FTNT✓SelectedUSD · FTNTCDE vs FTNT performance historyLatest closeAs of+1.65%09/09
Stock and ETF performance explorer

CDE vs FTNT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-8.9%
FTNT return
+9,148.2%
Excess return
-9,157.2%
Maximum drawdown
-95.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFTNTExcessAlpha
1D+1.6%-0.2%+1.8%+1.7%
7D-2.0%+1.7%-3.7%-2.4%
30D+15.7%-4.3%+20.0%+16.5%
3M+30.5%+13.6%+16.9%+26.0%
6M-7.4%+87.6%-95.0%-21.8%
YTD+17.9%+98.0%-80.1%-1.8%
1Y+46.7%+96.9%-50.2%+22.5%
3Y+851.3%+145.4%+705.9%+613.7%
5Y+202.9%+153.0%+50.0%+111.5%
10Y+58.2%+2,098.3%-2,040.1%-39.3%
All-8.9%+9,148.2%-9,157.2%-80.9%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling