+57.0%
FTNT vs CDW
+19.9%
+37.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | +7.1% | +9.3% | -2.3% | +5.1% |
| 30D | -30.9% | +14.4% | -45.2% | -32.9% |
| 3M | -23.1% | +21.4% | -44.5% | -26.4% |
| 6M | +8.1% | +72.8% | -64.7% | -2.9% |
| YTD | +60.2% | +28.0% | +32.2% | +48.9% |
| 1Y | +57.0% | +19.3% | +37.7% | +49.3% |
| All | +57.0% | +19.9% | +37.1% | +49.3% |
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