+147.4%
FTNT vs CNH
+12.3%
+135.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.1% | -0.4% |
| 7D | -5.8% | +23.3% | -29.1% | -7.6% |
| 30D | -4.8% | +33.5% | -38.2% | -7.5% |
| 3M | +4.4% | +32.7% | -28.3% | +1.3% |
| 6M | +88.8% | +22.2% | +66.6% | +85.0% |
| YTD | +96.8% | +57.7% | +39.1% | +83.6% |
| 1Y | +104.5% | +28.0% | +76.5% | +98.4% |
| All | +147.4% | +12.3% | +135.1% | +147.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling