+7,694.2%
FTNT vs CCJ
+192.2%
+7,502.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.9% |
| 7D | +5.7% | +5.0% | +0.7% | +4.4% |
| 30D | -32.1% | -16.7% | -15.4% | -29.2% |
| 3M | -19.5% | -27.5% | +8.1% | -13.5% |
| 6M | +13.8% | -38.6% | +52.4% | +26.3% |
| YTD | +63.1% | -21.5% | +84.7% | +66.9% |
| 1Y | +57.7% | -22.3% | +80.0% | +61.3% |
| 3Y | +154.9% | +69.9% | +85.0% | +101.9% |
| 5Y | +89.3% | +163.6% | -74.3% | +27.9% |
| 10Y | +1,933.0% | +782.3% | +1,150.7% | +756.2% |
| All | +7,694.2% | +192.2% | +7,502.0% | +4,114.9% |
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