+56.2%
FTNT vs CAI
-8.1%
+64.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | -2.7% | +0.2% | -2.9% | -2.7% |
| 30D | -1.4% | +9.1% | -10.5% | -2.0% |
| 3M | +10.1% | +53.8% | -43.7% | +6.2% |
| 6M | +88.2% | +33.5% | +54.7% | +82.1% |
| YTD | +98.3% | -8.0% | +106.3% | +98.0% |
| 1Y | +96.0% | -28.7% | +124.7% | +96.8% |
| All | +56.2% | -8.1% | +64.3% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling