+1,910.4%
FTNT vs CNH
+113.9%
+1,796.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.2% |
| 7D | -1.0% | +6.7% | -7.7% | -2.6% |
| 30D | -33.6% | +7.2% | -40.8% | -34.9% |
| 3M | -20.9% | +17.5% | -38.4% | -25.0% |
| 6M | +11.0% | +15.0% | -4.0% | +4.8% |
| YTD | +61.3% | +36.8% | +24.5% | +43.3% |
| 1Y | +53.1% | +27.6% | +25.5% | +38.5% |
| 3Y | +152.1% | +34.3% | +117.7% | +117.6% |
| 5Y | +90.1% | -12.2% | +102.3% | +82.8% |
| 10Y | +1,910.4% | +113.9% | +1,796.5% | +1,320.9% |
| All | +1,910.4% | +113.9% | +1,796.5% | +1,320.9% |
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