+155.8%
FTNT vs CAH
+392.8%
-237.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.3% |
| 7D | +1.6% | -5.1% | +6.7% | +2.5% |
| 30D | -1.9% | -1.8% | -0.1% | -1.7% |
| 3M | +14.4% | +9.4% | +5.0% | +12.0% |
| 6M | +88.7% | +9.2% | +79.4% | +84.8% |
| YTD | +100.0% | +15.7% | +84.4% | +92.0% |
| 1Y | +99.9% | +59.7% | +40.1% | +72.8% |
| 3Y | +147.9% | +178.5% | -30.5% | +80.6% |
| 5Y | +155.8% | +398.3% | -242.5% | +52.0% |
| All | +155.8% | +392.8% | -237.0% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling