+57.7%
FTNT vs CEG
-19.9%
+77.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +1.1% |
| 7D | +5.7% | +17.8% | -12.1% | +5.7% |
| 30D | -32.1% | -4.5% | -27.6% | -32.1% |
| 3M | -19.5% | +1.5% | -21.0% | -19.5% |
| 6M | +13.8% | -3.5% | +17.3% | +13.4% |
| YTD | +63.1% | -19.7% | +82.8% | +63.6% |
| 1Y | +57.7% | -19.8% | +77.5% | +58.1% |
| All | +57.7% | -19.9% | +77.6% | +58.1% |
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