+51.8%
FTNT vs CHYM
+71.1%
-19.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.9% | -4.9% | +0.5% |
| 7D | -25.7% | +3.7% | -29.4% | -25.9% |
| 30D | -29.7% | +5.6% | -35.3% | -30.1% |
| 3M | -23.1% | +19.7% | -42.8% | -24.6% |
| 6M | +45.0% | +35.3% | +9.7% | +38.9% |
| YTD | +62.9% | +18.7% | +44.3% | +55.6% |
| 1Y | +51.8% | +67.8% | -16.0% | +33.7% |
| All | +51.8% | +71.1% | -19.2% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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