+7,554.6%
FTNT vs CME
+855.6%
+6,699.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.1% |
| 7D | +7.1% | +3.9% | +3.1% | +5.4% |
| 30D | -30.9% | +11.3% | -42.2% | -34.0% |
| 3M | -23.1% | +19.6% | -42.7% | -28.7% |
| 6M | +8.1% | +8.1% | 0.0% | +3.6% |
| YTD | +60.2% | +20.4% | +39.8% | +45.9% |
| 1Y | +57.0% | +16.5% | +40.5% | +44.8% |
| 3Y | +152.9% | +66.4% | +86.5% | +94.6% |
| 5Y | +85.9% | +74.5% | +11.4% | +39.9% |
| 10Y | +1,896.5% | +308.5% | +1,588.1% | +901.9% |
| All | +7,554.6% | +855.6% | +6,699.1% | +2,385.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling