+92.9%
FTNT vs CAI
-26.7%
+119.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.9% |
| 7D | -0.1% | -2.9% | +2.8% | +0.1% |
| 30D | -3.0% | +9.3% | -12.3% | -3.8% |
| 3M | +7.6% | +35.2% | -27.6% | +4.5% |
| 6M | +87.0% | +30.7% | +56.2% | +79.8% |
| YTD | +96.5% | -9.8% | +106.3% | +99.4% |
| 1Y | +92.9% | -28.9% | +121.8% | +98.8% |
| All | +92.9% | -26.7% | +119.7% | +98.8% |
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