+3,600.2%
FTNT vs CDW
+1,039.4%
+2,560.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +2.6% |
| 7D | -1.0% | +2.6% | -3.6% | -2.2% |
| 30D | -33.6% | +20.4% | -54.0% | -39.9% |
| 3M | -20.9% | +28.5% | -49.3% | -31.2% |
| 6M | +11.0% | +70.6% | -59.6% | -17.9% |
| YTD | +61.3% | +29.1% | +32.2% | +33.7% |
| 1Y | +53.1% | +23.8% | +29.3% | +29.5% |
| 3Y | +152.1% | -14.5% | +166.5% | +150.8% |
| 5Y | +90.1% | -1.6% | +91.7% | +74.0% |
| 10Y | +1,910.4% | +322.0% | +1,588.3% | +816.6% |
| All | +3,600.2% | +1,039.4% | +2,560.8% | +1,409.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling