+2,098.3%
FTNT vs CDW
+262.5%
+1,835.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.6% |
| 7D | +1.7% | -4.2% | +6.0% | +3.9% |
| 30D | -4.3% | +4.9% | -9.1% | -6.7% |
| 3M | +13.6% | +7.3% | +6.3% | +7.9% |
| 6M | +87.6% | +19.2% | +68.4% | +63.6% |
| YTD | +98.0% | +6.2% | +91.8% | +82.6% |
| 1Y | +96.9% | -14.0% | +110.9% | +103.4% |
| 3Y | +145.4% | -30.0% | +175.4% | +174.1% |
| 5Y | +153.0% | -23.6% | +176.6% | +165.1% |
| 10Y | +2,098.3% | +269.4% | +1,828.9% | +997.9% |
| All | +2,098.3% | +262.5% | +1,835.8% | +997.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling