+2,072.5%
FTNT vs CELH
+3,788.6%
-1,716.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.0% |
| 7D | -0.1% | -11.2% | +11.1% | +1.1% |
| 30D | -3.0% | -1.4% | -1.5% | -3.1% |
| 3M | +7.6% | -4.2% | +11.7% | +7.2% |
| 6M | +87.0% | -40.5% | +127.4% | +95.2% |
| YTD | +96.5% | -40.5% | +137.0% | +104.5% |
| 1Y | +92.9% | -53.0% | +145.9% | +104.9% |
| 3Y | +139.8% | -59.1% | +198.9% | +148.1% |
| 5Y | +151.3% | -10.7% | +162.0% | +121.2% |
| All | +2,072.5% | +3,788.6% | -1,716.1% | +1,338.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 10y: compounded portfolio wealth divided by compounded CELH 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…
10y analysis · Full analysis span regression · 6 months rolling