+7,554.6%
FTNT vs CCI
+304.8%
+7,249.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.3% |
| 7D | +7.1% | +2.5% | +4.5% | +6.1% |
| 30D | -30.9% | +14.4% | -45.3% | -34.4% |
| 3M | -23.1% | +21.7% | -44.8% | -29.1% |
| 6M | +8.1% | +4.0% | +4.1% | +4.9% |
| YTD | +60.2% | +6.2% | +54.0% | +52.6% |
| 1Y | +57.0% | +5.4% | +51.6% | +49.8% |
| 3Y | +152.9% | +11.7% | +141.2% | +124.1% |
| 5Y | +85.9% | -35.6% | +121.5% | +112.6% |
| 10Y | +1,896.5% | +68.7% | +1,827.8% | +1,260.0% |
| All | +7,554.6% | +304.8% | +7,249.8% | +3,024.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling