+59.9%
FTNT vs CNH
+17.2%
+42.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +0.8% |
| 7D | +5.7% | +6.4% | -0.7% | +6.4% |
| 30D | -32.1% | -1.6% | -30.4% | -32.0% |
| 3M | -19.5% | +11.6% | -31.0% | -18.1% |
| 6M | +13.8% | +12.5% | +1.2% | +15.9% |
| YTD | +63.1% | +31.1% | +32.0% | +65.8% |
| All | +59.9% | +17.2% | +42.6% | +64.4% |
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