+99.9%
FTNT vs CEG
-6.8%
+106.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.1% |
| 7D | +1.6% | +0.3% | +1.3% | +1.6% |
| 30D | -1.9% | +2.9% | -4.8% | -1.9% |
| 3M | +14.4% | +18.2% | -3.8% | +13.6% |
| 6M | +88.7% | -9.5% | +98.2% | +89.2% |
| YTD | +100.0% | -18.7% | +118.7% | +102.7% |
| 1Y | +99.9% | -10.1% | +110.0% | +94.3% |
| All | +99.9% | -6.8% | +106.6% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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