+9,359.7%
FTNT vs CAH
+1,060.9%
+8,298.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +1.7% | -2.2% | +4.0% | +2.4% |
| 30D | -4.3% | +1.2% | -5.4% | -4.8% |
| 3M | +13.6% | +13.1% | +0.5% | +8.7% |
| 6M | +87.6% | +8.5% | +79.1% | +81.1% |
| YTD | +98.0% | +17.6% | +80.4% | +84.7% |
| 1Y | +96.9% | +60.7% | +36.3% | +63.2% |
| 3Y | +145.4% | +183.2% | -37.8% | +64.1% |
| 5Y | +153.0% | +402.2% | -249.2% | +35.7% |
| 10Y | +2,098.3% | +302.3% | +1,795.9% | +1,073.2% |
| All | +9,359.7% | +1,060.9% | +8,298.8% | +3,115.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling