+2,098.3%
FTNT vs CNH
+157.1%
+1,941.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.7% |
| 7D | +1.7% | +1.8% | -0.1% | +1.2% |
| 30D | -4.3% | +32.6% | -36.9% | -11.4% |
| 3M | +13.6% | +29.4% | -15.8% | +5.2% |
| 6M | +87.6% | +26.0% | +61.6% | +73.2% |
| YTD | +98.0% | +52.2% | +45.8% | +72.4% |
| 1Y | +96.9% | +23.9% | +73.1% | +81.3% |
| 3Y | +145.4% | +10.1% | +135.3% | +127.3% |
| 5Y | +153.0% | +13.2% | +139.8% | +128.5% |
| 10Y | +2,098.3% | +160.7% | +1,937.6% | +1,405.6% |
| All | +2,098.3% | +157.1% | +1,941.2% | +1,405.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling