+1,947.1%
FTNT vs CDW
+315.4%
+1,631.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +5.7% | +9.1% | -3.4% | +1.3% |
| 30D | -32.1% | +13.7% | -45.8% | -36.8% |
| 3M | -19.5% | +27.0% | -46.5% | -30.0% |
| 6M | +13.8% | +75.9% | -62.1% | -18.2% |
| YTD | +63.1% | +28.9% | +34.3% | +34.2% |
| 1Y | +57.7% | +19.6% | +38.1% | +35.2% |
| 3Y | +154.9% | -14.6% | +169.5% | +154.0% |
| 5Y | +89.3% | -3.2% | +92.4% | +72.9% |
| All | +1,947.1% | +315.4% | +1,631.7% | +884.5% |
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