+53.1%
FTNT vs CDW
+23.0%
+30.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.2% |
| 7D | -1.0% | +2.6% | -3.6% | -1.5% |
| 30D | -33.6% | +20.4% | -54.0% | -36.2% |
| 3M | -20.9% | +28.5% | -49.3% | -25.1% |
| 6M | +11.0% | +70.6% | -59.6% | +0.1% |
| YTD | +61.3% | +29.1% | +32.2% | +49.1% |
| 1Y | +53.1% | +23.8% | +29.3% | +42.5% |
| All | +53.1% | +23.0% | +30.1% | +42.5% |
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 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