+9,303.7%
FTNT vs CCI
+233.1%
+9,070.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.7% |
| 7D | -5.8% | -0.4% | -5.4% | -5.7% |
| 30D | -4.8% | +2.7% | -7.5% | -5.9% |
| 3M | +4.4% | -18.2% | +22.6% | +11.9% |
| 6M | +88.8% | -14.8% | +103.6% | +98.0% |
| YTD | +96.8% | -12.6% | +109.4% | +103.2% |
| 1Y | +104.5% | -16.7% | +121.2% | +114.7% |
| 3Y | +156.8% | -10.5% | +167.3% | +148.7% |
| 5Y | +144.1% | -51.4% | +195.5% | +214.3% |
| 10Y | +2,021.8% | +20.0% | +2,001.7% | +1,586.6% |
| All | +9,303.7% | +233.1% | +9,070.6% | +4,060.1% |
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