+7,554.6%
FTNT vs CCEP
+1,661.2%
+5,893.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.3% |
| 7D | +7.1% | +2.1% | +5.0% | +6.3% |
| 30D | -30.9% | +10.6% | -41.5% | -33.5% |
| 3M | -23.1% | +10.3% | -33.4% | -26.1% |
| 6M | +8.1% | +31.1% | -23.0% | -2.8% |
| YTD | +60.2% | +32.1% | +28.1% | +42.2% |
| 1Y | +57.0% | +32.8% | +24.2% | +39.0% |
| 3Y | +152.9% | +111.3% | +41.6% | +83.8% |
| 5Y | +85.9% | +147.5% | -61.6% | +26.1% |
| 10Y | +1,896.5% | +338.1% | +1,558.5% | +923.3% |
| All | +7,554.6% | +1,661.2% | +5,893.4% | +2,597.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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