+2,072.5%
FTNT vs CAH
+294.8%
+1,777.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.6% |
| 7D | -0.1% | -5.1% | +5.0% | +1.1% |
| 30D | -3.0% | +0.2% | -3.1% | -3.2% |
| 3M | +7.6% | +6.3% | +1.3% | +5.5% |
| 6M | +87.0% | +9.4% | +77.6% | +81.4% |
| YTD | +96.5% | +15.0% | +81.6% | +87.1% |
| 1Y | +92.9% | +55.4% | +37.5% | +67.1% |
| 3Y | +139.8% | +173.8% | -34.0% | +74.6% |
| 5Y | +151.3% | +395.2% | -243.9% | +52.5% |
| All | +2,072.5% | +294.8% | +1,777.6% | +1,132.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling