+57.0%
FTNT vs CCJ
-22.9%
+79.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.7% |
| 7D | +7.1% | -0.8% | +7.9% | +7.1% |
| 30D | -30.9% | -13.2% | -17.7% | -30.2% |
| 3M | -23.1% | -27.6% | +4.5% | -22.0% |
| 6M | +8.1% | -38.7% | +46.8% | +9.7% |
| YTD | +60.2% | -22.7% | +82.9% | +55.7% |
| 1Y | +57.0% | -17.6% | +74.6% | +50.5% |
| All | +57.0% | -22.9% | +79.9% | +50.5% |
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