+51.8%
FTNT vs CDW
+13.2%
+38.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.7% | -11.7% | -1.5% |
| 7D | -25.7% | +3.7% | -29.4% | -26.3% |
| 30D | -29.7% | +26.0% | -55.7% | -33.2% |
| 3M | -23.1% | +10.1% | -33.2% | -25.1% |
| 6M | +45.0% | +26.1% | +18.9% | +34.9% |
| YTD | +62.9% | +25.9% | +37.1% | +52.0% |
| 1Y | +51.8% | +21.5% | +30.3% | +42.9% |
| All | +51.8% | +13.2% | +38.6% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling