+9,303.7%
FTNT vs CME
+741.4%
+8,562.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | +0.1% |
| 7D | -5.8% | -1.6% | -4.3% | -5.2% |
| 30D | -4.8% | +6.2% | -11.0% | -7.1% |
| 3M | +4.4% | +10.4% | -6.0% | -0.3% |
| 6M | +88.8% | -9.5% | +98.3% | +94.9% |
| YTD | +96.8% | +6.0% | +90.8% | +89.4% |
| 1Y | +104.5% | +9.3% | +95.2% | +93.5% |
| 3Y | +156.8% | +57.7% | +99.1% | +101.9% |
| 5Y | +144.1% | +77.7% | +66.4% | +82.4% |
| 10Y | +2,021.8% | +281.2% | +1,740.5% | +993.9% |
| All | +9,303.7% | +741.4% | +8,562.3% | +3,126.3% |
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