+92.9%
FTNT vs CHYM
+42.5%
+50.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.8% |
| 7D | -0.1% | -2.3% | +2.1% | 0.0% |
| 30D | -3.0% | +4.4% | -7.4% | -3.4% |
| 3M | +7.6% | +91.3% | -83.7% | -0.2% |
| 6M | +87.0% | +44.0% | +43.0% | +76.6% |
| YTD | +96.5% | +31.1% | +65.4% | +86.4% |
| 1Y | +92.9% | +37.8% | +55.1% | +82.8% |
| All | +92.9% | +42.5% | +50.4% | +82.8% |
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