+154.6%
FTNT vs CNH
+7.1%
+147.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.3% | +1.9% |
| 7D | -2.7% | +8.8% | -11.5% | -4.7% |
| 30D | -1.4% | +24.7% | -26.0% | -6.7% |
| 3M | +10.1% | +27.3% | -17.3% | +3.2% |
| 6M | +88.2% | +23.2% | +65.1% | +76.2% |
| YTD | +98.3% | +48.9% | +49.4% | +74.6% |
| 1Y | +96.0% | +19.4% | +76.6% | +83.9% |
| 3Y | +145.8% | +7.8% | +138.0% | +133.0% |
| 5Y | +154.6% | +8.7% | +145.9% | +143.9% |
| All | +154.6% | +7.1% | +147.5% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling