+104.5%
FTNT vs CAH
+65.8%
+38.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | -0.2% |
| 7D | -5.8% | +5.4% | -11.2% | -4.8% |
| 30D | -4.8% | +3.3% | -8.1% | -4.0% |
| 3M | +4.4% | +22.8% | -18.4% | +8.3% |
| 6M | +88.8% | +11.3% | +77.5% | +95.1% |
| YTD | +96.8% | +21.1% | +75.7% | +104.3% |
| 1Y | +104.5% | +67.2% | +37.2% | +108.4% |
| All | +104.5% | +65.8% | +38.6% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling