+104.5%
FTNT vs CAI
-31.3%
+135.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | 0.0% |
| 7D | -5.8% | -2.2% | -3.7% | -5.7% |
| 30D | -4.8% | +52.4% | -57.2% | -8.7% |
| 3M | +4.4% | +45.1% | -40.7% | +0.8% |
| 6M | +88.8% | +26.2% | +62.5% | +83.3% |
| YTD | +96.8% | -7.1% | +103.9% | +99.0% |
| 1Y | +104.5% | -31.0% | +135.5% | +109.0% |
| All | +104.5% | -31.3% | +135.7% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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