+104.5%
FTNT vs CNH
+29.2%
+75.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.1% | +0.3% |
| 7D | -5.8% | +23.3% | -29.1% | -4.1% |
| 30D | -4.8% | +33.5% | -38.2% | -2.6% |
| 3M | +4.4% | +32.7% | -28.3% | +6.7% |
| 6M | +88.8% | +22.2% | +66.6% | +94.0% |
| YTD | +96.8% | +57.7% | +39.1% | +99.0% |
| 1Y | +104.5% | +28.0% | +76.5% | +116.4% |
| All | +104.5% | +29.2% | +75.2% | +116.4% |
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