+1,910.4%
FTNT vs CME
+308.7%
+1,601.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.1% |
| 7D | +7.1% | +3.9% | +3.1% | +5.5% |
| 30D | -30.9% | +11.3% | -42.2% | -33.8% |
| 3M | -23.1% | +19.6% | -42.7% | -28.4% |
| 6M | +8.1% | +8.1% | 0.0% | +4.0% |
| YTD | +60.2% | +20.4% | +39.8% | +46.6% |
| 1Y | +57.0% | +16.5% | +40.5% | +45.5% |
| 3Y | +152.9% | +66.4% | +86.5% | +94.2% |
| 5Y | +85.9% | +74.5% | +11.4% | +39.1% |
| All | +1,910.4% | +308.7% | +1,601.7% | +1,068.4% |
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