+2,072.5%
FTNT vs CCJ
+1,065.5%
+1,007.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -0.1% | -4.0% | +3.9% | +0.7% |
| 30D | -3.0% | -2.4% | -0.6% | -2.6% |
| 3M | +7.6% | -2.3% | +9.9% | +7.6% |
| 6M | +87.0% | -16.2% | +103.2% | +90.9% |
| YTD | +96.5% | +5.7% | +90.9% | +89.1% |
| 1Y | +92.9% | +21.3% | +71.7% | +77.9% |
| 3Y | +139.8% | +159.4% | -19.5% | +79.1% |
| 5Y | +151.3% | +300.7% | -149.3% | +63.9% |
| All | +2,072.5% | +1,065.5% | +1,007.0% | +994.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 10y: compounded portfolio wealth divided by compounded CCJ 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…
10y analysis · Full analysis span regression · 6 months rolling