+1,924.3%
FTNT vs CME
+306.0%
+1,618.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +2.8% |
| 7D | -1.0% | +2.5% | -3.5% | -1.9% |
| 30D | -33.6% | +13.9% | -47.5% | -37.0% |
| 3M | -20.9% | +22.4% | -43.3% | -27.0% |
| 6M | +11.0% | +12.9% | -1.9% | +4.8% |
| YTD | +61.3% | +19.6% | +41.7% | +47.9% |
| 1Y | +53.1% | +17.7% | +35.4% | +41.2% |
| 3Y | +152.1% | +65.3% | +86.7% | +94.1% |
| 5Y | +90.1% | +75.1% | +15.0% | +42.0% |
| All | +1,924.3% | +306.0% | +1,618.3% | +1,079.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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