+51.8%
FTNT vs CCI
+7.6%
+44.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.5% | -5.5% | +0.6% |
| 7D | -25.7% | +5.0% | -30.7% | -25.9% |
| 30D | -29.7% | +36.4% | -66.1% | -31.1% |
| 3M | -23.1% | +20.4% | -43.5% | -24.2% |
| 6M | +45.0% | +4.9% | +40.1% | +44.7% |
| YTD | +62.9% | +7.8% | +55.2% | +59.3% |
| 1Y | +51.8% | +7.3% | +44.5% | +48.7% |
| All | +51.8% | +7.6% | +44.3% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling