+6.6%
CVNA vs FTNT
+153.6%
-147.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.9% |
| 7D | -4.3% | +1.6% | -5.9% | -5.3% |
| 30D | -2.4% | -1.9% | -0.5% | -2.6% |
| 3M | +4.5% | +14.4% | -9.9% | -6.4% |
| 6M | +10.2% | +88.7% | -78.4% | -33.4% |
| YTD | -16.7% | +100.0% | -116.8% | -52.3% |
| 1Y | -3.8% | +99.9% | -103.6% | -45.0% |
| 3Y | +648.3% | +147.9% | +500.4% | +217.4% |
| 5Y | +6.6% | +155.8% | -149.2% | -57.7% |
| All | +6.6% | +153.6% | -147.0% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling