+153.2%
FTNT vs CCJ
+339.7%
-186.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.2% |
| 7D | +1.7% | +4.2% | -2.4% | +0.8% |
| 30D | -4.3% | +3.2% | -7.4% | -5.0% |
| 3M | +13.6% | -1.8% | +15.4% | +13.5% |
| 6M | +87.6% | -13.5% | +101.1% | +90.4% |
| YTD | +98.0% | +9.7% | +88.2% | +87.6% |
| 1Y | +96.9% | +30.0% | +66.9% | +76.1% |
| 3Y | +145.4% | +172.6% | -27.2% | +69.9% |
| All | +153.2% | +339.7% | -186.5% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling