+153.0%
FTNT vs CCI
-51.2%
+204.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.1% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | -4.3% | +2.1% | -6.4% | -4.8% |
| 3M | +13.6% | -17.8% | +31.4% | +18.8% |
| 6M | +87.6% | -14.2% | +101.8% | +93.3% |
| YTD | +98.0% | -13.3% | +111.3% | +102.6% |
| 1Y | +96.9% | -16.6% | +113.5% | +103.4% |
| 3Y | +145.4% | -10.8% | +156.2% | +133.2% |
| 5Y | +153.0% | -50.3% | +203.3% | +239.3% |
| All | +153.0% | -51.2% | +204.2% | +239.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling