+7,607.6%
FTNT vs CME
+849.3%
+6,758.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +2.8% |
| 7D | -1.0% | +2.5% | -3.5% | -1.9% |
| 30D | -33.6% | +13.9% | -47.5% | -37.2% |
| 3M | -20.9% | +22.4% | -43.3% | -27.3% |
| 6M | +11.0% | +12.9% | -1.9% | +4.4% |
| YTD | +61.3% | +19.6% | +41.7% | +47.3% |
| 1Y | +53.1% | +17.7% | +35.4% | +40.6% |
| 3Y | +152.1% | +65.3% | +86.7% | +94.5% |
| 5Y | +90.1% | +75.1% | +15.0% | +42.8% |
| 10Y | +1,910.4% | +305.8% | +1,604.6% | +911.5% |
| All | +7,607.6% | +849.3% | +6,758.3% | +2,409.4% |
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