+154.7%
FTNT vs CEG
+130.7%
+23.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +3.3% |
| 7D | -1.0% | +11.8% | -12.8% | -2.4% |
| 30D | -33.6% | -6.5% | -27.1% | -33.2% |
| 3M | -20.9% | -1.2% | -19.7% | -21.1% |
| 6M | +11.0% | -8.0% | +19.0% | +11.3% |
| YTD | +61.3% | -21.9% | +83.2% | +64.5% |
| 1Y | +53.1% | -21.4% | +74.6% | +55.7% |
| All | +154.7% | +130.7% | +23.9% | +112.0% |
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