+152.9%
FTNT vs CCJ
+67.4%
+85.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.6% |
| 7D | +7.1% | -0.8% | +7.9% | +7.2% |
| 30D | -30.9% | -13.2% | -17.7% | -29.4% |
| 3M | -23.1% | -27.6% | +4.5% | -19.6% |
| 6M | +8.1% | -38.7% | +46.8% | +15.3% |
| YTD | +60.2% | -22.7% | +82.9% | +61.1% |
| 1Y | +57.0% | -17.6% | +74.6% | +55.6% |
| 3Y | +152.9% | +62.7% | +90.2% | +111.7% |
| All | +152.9% | +67.4% | +85.6% | +111.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling