+154.6%
FTNT vs CDW
-22.8%
+177.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +5.9% | +3.2% |
| 7D | -2.7% | -3.9% | +1.2% | -1.0% |
| 30D | -1.4% | +6.9% | -8.3% | -4.6% |
| 3M | +10.1% | +7.7% | +2.4% | +4.8% |
| 6M | +88.2% | +18.3% | +69.9% | +66.0% |
| YTD | +98.3% | +7.8% | +90.5% | +82.8% |
| 1Y | +96.0% | -12.2% | +108.1% | +102.6% |
| 3Y | +145.8% | -28.9% | +174.7% | +171.7% |
| 5Y | +154.6% | -22.8% | +177.4% | +151.3% |
| All | +154.6% | -22.8% | +177.4% | +151.3% |
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 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