+90.1%
FTNT vs CME
+75.9%
+14.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.0% |
| 7D | -1.0% | +2.5% | -3.5% | -1.7% |
| 30D | -33.6% | +13.9% | -47.5% | -36.4% |
| 3M | -20.9% | +22.4% | -43.3% | -25.9% |
| 6M | +11.0% | +12.9% | -1.9% | +6.5% |
| YTD | +61.3% | +19.6% | +41.7% | +50.1% |
| 1Y | +53.1% | +17.7% | +35.4% | +43.3% |
| 3Y | +152.1% | +65.3% | +86.7% | +86.9% |
| 5Y | +90.1% | +75.1% | +15.0% | +32.0% |
| All | +90.1% | +75.9% | +14.2% | +32.0% |
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