+141.6%
FTNT vs CEG
+175.4%
-33.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +0.1% |
| 7D | +1.7% | +1.3% | +0.4% | +1.5% |
| 30D | -4.3% | +8.8% | -13.1% | -5.4% |
| 3M | +13.6% | +17.0% | -3.4% | +10.9% |
| 6M | +87.6% | -8.7% | +96.3% | +88.4% |
| YTD | +98.0% | -16.4% | +114.4% | +101.0% |
| 1Y | +96.9% | -1.8% | +98.7% | +93.4% |
| All | +141.6% | +175.4% | -33.8% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling