+154.6%
FTNT vs CME
+77.1%
+77.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.8% | +1.1% |
| 7D | -2.7% | -2.9% | +0.2% | -1.7% |
| 30D | -1.4% | +5.5% | -6.9% | -3.1% |
| 3M | +10.1% | +11.0% | -0.9% | +6.0% |
| 6M | +88.2% | -9.7% | +97.9% | +95.6% |
| YTD | +98.3% | +4.9% | +93.4% | +92.5% |
| 1Y | +96.0% | +10.1% | +85.9% | +85.3% |
| 3Y | +145.8% | +53.5% | +92.3% | +81.4% |
| 5Y | +154.6% | +77.2% | +77.5% | +67.8% |
| All | +154.6% | +77.1% | +77.5% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling