+113.6%
FTNT vs CAVA
+34.5%
+79.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.9% | +0.6% |
| 7D | +1.7% | -8.5% | +10.3% | +2.9% |
| 30D | -4.3% | -8.2% | +4.0% | -3.5% |
| 3M | +13.6% | -25.9% | +39.5% | +17.3% |
| 6M | +87.6% | -30.9% | +118.5% | +94.1% |
| YTD | +98.0% | -3.7% | +101.7% | +92.4% |
| 1Y | +96.9% | -13.4% | +110.4% | +93.7% |
| 3Y | +145.4% | +44.2% | +101.2% | +127.1% |
| All | +113.6% | +34.5% | +79.1% | +104.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling