+92.9%
FTNT vs CCJ
+22.0%
+70.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -0.1% | -4.0% | +3.9% | +0.1% |
| 30D | -3.0% | -2.4% | -0.6% | -2.8% |
| 3M | +7.6% | -2.3% | +9.9% | +7.7% |
| 6M | +87.0% | -16.2% | +103.2% | +87.2% |
| YTD | +96.5% | +5.7% | +90.9% | +89.8% |
| 1Y | +92.9% | +21.3% | +71.7% | +80.3% |
| All | +92.9% | +22.0% | +70.9% | +80.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling