+9,374.7%
FTNT vs CCJ
+315.1%
+9,059.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.5% |
| 7D | -2.7% | +5.9% | -8.6% | -4.0% |
| 30D | -1.4% | +4.7% | -6.1% | -2.6% |
| 3M | +10.1% | -3.3% | +13.4% | +10.4% |
| 6M | +88.2% | -7.0% | +95.2% | +88.0% |
| YTD | +98.3% | +11.5% | +86.8% | +87.3% |
| 1Y | +96.0% | +32.3% | +63.7% | +74.7% |
| 3Y | +145.8% | +176.8% | -31.1% | +72.7% |
| 5Y | +154.6% | +351.8% | -197.2% | +50.2% |
| 10Y | +2,063.6% | +1,080.5% | +983.1% | +754.2% |
| All | +9,374.7% | +315.1% | +9,059.6% | +4,630.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling