+57.6%
FTNT vs CAI
-11.0%
+68.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.6% | -5.1% | +6.6% | +1.9% |
| 30D | -1.9% | +3.9% | -5.8% | -2.2% |
| 3M | +14.4% | +40.1% | -25.7% | +11.2% |
| 6M | +88.7% | +29.7% | +59.0% | +82.9% |
| YTD | +100.0% | -10.9% | +110.9% | +100.2% |
| 1Y | +99.9% | -28.0% | +127.9% | +101.1% |
| All | +57.6% | -11.0% | +68.5% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling