+51.8%
FTNT vs CNH
+15.2%
+36.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -25.7% | +6.5% | -32.1% | -25.1% |
| 30D | -29.7% | -12.0% | -17.8% | -30.2% |
| 3M | -23.1% | +4.4% | -27.5% | -22.2% |
| 6M | +45.0% | +15.7% | +29.3% | +47.6% |
| YTD | +62.9% | +28.2% | +34.7% | +64.6% |
| 1Y | +51.8% | +14.8% | +37.0% | +55.6% |
| All | +51.8% | +15.2% | +36.6% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling