+112.1%
FTNT vs CAVA
+33.0%
+79.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.2% | -2.2% |
| 7D | -0.1% | -8.0% | +7.9% | +0.9% |
| 30D | -3.0% | -19.6% | +16.6% | -0.4% |
| 3M | +7.6% | -36.7% | +44.3% | +13.5% |
| 6M | +87.0% | -30.6% | +117.5% | +93.2% |
| YTD | +96.5% | -4.8% | +101.3% | +91.2% |
| 1Y | +92.9% | -13.1% | +106.1% | +89.6% |
| 3Y | +139.8% | +48.8% | +91.1% | +121.2% |
| All | +112.1% | +33.0% | +79.0% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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