+3,265.8%
CVNA vs FTNT
+1,915.2%
+1,350.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.3% |
| 7D | +3.5% | -2.7% | +6.2% | +5.3% |
| 30D | +5.5% | -1.4% | +6.8% | +4.9% |
| 3M | +7.6% | +10.1% | -2.5% | -1.6% |
| 6M | +17.6% | +88.2% | -70.6% | -30.2% |
| YTD | -11.5% | +98.3% | -109.8% | -49.9% |
| 1Y | +0.4% | +96.0% | -95.6% | -42.9% |
| 3Y | +695.6% | +145.8% | +549.8% | +235.6% |
| 5Y | +13.6% | +154.6% | -141.1% | -53.7% |
| All | +3,265.8% | +1,915.2% | +1,350.5% | +203.3% |
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