+56.0%
FTNT vs CME
+18.0%
+38.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.9% |
| 7D | -1.0% | +2.5% | -3.5% | -0.8% |
| 30D | -33.6% | +13.9% | -47.5% | -32.9% |
| 3M | -20.9% | +22.4% | -43.3% | -19.4% |
| 6M | +11.0% | +12.9% | -1.9% | +13.3% |
| YTD | +61.3% | +19.6% | +41.7% | +66.5% |
| All | +56.0% | +18.0% | +38.0% | +60.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling