+96.9%
FTNT vs CME
+9.3%
+87.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | +1.7% | -0.6% | +2.4% | +1.7% |
| 30D | -4.3% | +4.7% | -8.9% | -3.7% |
| 3M | +13.6% | +7.8% | +5.8% | +15.0% |
| 6M | +87.6% | -11.0% | +98.6% | +88.3% |
| YTD | +98.0% | +4.0% | +94.0% | +102.0% |
| 1Y | +96.9% | +9.1% | +87.8% | +103.7% |
| All | +96.9% | +9.3% | +87.6% | +103.7% |
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