+75.4%
FTNT vs CDW
-5.0%
+80.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.8% | -1.8% | +0.9% |
| 7D | -3.0% | +9.3% | -12.3% | -7.0% |
| 30D | -37.1% | +15.8% | -52.9% | -41.6% |
| 3M | -23.3% | +21.8% | -45.1% | -31.0% |
| 6M | +7.4% | +58.8% | -51.4% | -16.7% |
| YTD | +54.2% | +22.8% | +31.5% | +32.2% |
| 1Y | +49.7% | +17.9% | +31.8% | +31.2% |
| 3Y | +146.6% | -17.4% | +164.0% | +149.9% |
| 5Y | +75.4% | -5.7% | +81.2% | +51.9% |
| All | +75.4% | -5.0% | +80.5% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling