+4,414.4%
FTNT vs CDW
+903.1%
+3,511.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | -5.8% | +3.2% | -9.0% | -7.3% |
| 30D | -4.8% | +9.3% | -14.1% | -9.0% |
| 3M | +4.4% | +9.8% | -5.4% | -1.6% |
| 6M | +88.8% | +23.3% | +65.4% | +63.3% |
| YTD | +96.8% | +13.7% | +83.2% | +76.4% |
| 1Y | +104.5% | -6.5% | +110.9% | +102.2% |
| 3Y | +156.8% | -25.2% | +182.0% | +176.9% |
| 5Y | +144.1% | -19.5% | +163.5% | +150.5% |
| 10Y | +2,021.8% | +285.8% | +1,736.0% | +929.5% |
| All | +4,414.4% | +903.1% | +3,511.3% | +1,891.0% |
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