+154.4%
FTNT vs CEG
+717.3%
-562.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.9% |
| 7D | -5.8% | +8.0% | -13.9% | -7.2% |
| 30D | -4.8% | +12.9% | -17.7% | -6.9% |
| 3M | +4.4% | +13.2% | -8.7% | +1.9% |
| 6M | +88.8% | -7.0% | +95.8% | +89.1% |
| YTD | +96.8% | -15.0% | +111.8% | +99.7% |
| 1Y | +104.5% | -2.7% | +107.2% | +100.4% |
| 3Y | +156.8% | +184.1% | -27.3% | +80.8% |
| All | +154.4% | +717.3% | -562.9% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling