+141.6%
FTNT vs CCJ
+172.7%
-31.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.1% |
| 7D | +1.7% | +4.2% | -2.4% | +1.1% |
| 30D | -4.3% | +3.2% | -7.4% | -4.7% |
| 3M | +13.6% | -1.8% | +15.4% | +13.6% |
| 6M | +87.6% | -13.5% | +101.1% | +89.4% |
| YTD | +98.0% | +9.7% | +88.2% | +89.8% |
| 1Y | +96.9% | +30.0% | +66.9% | +80.8% |
| All | +141.6% | +172.7% | -31.1% | +90.7% |
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