+75.4%
FTNT vs CNH
-6.4%
+81.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.9% | -7.8% | +0.9% |
| 7D | -3.0% | +8.6% | -11.5% | -4.6% |
| 30D | -37.1% | +12.6% | -49.7% | -38.8% |
| 3M | -23.3% | +17.5% | -40.8% | -26.8% |
| 6M | +7.4% | +18.1% | -10.7% | +1.6% |
| YTD | +54.2% | +40.4% | +13.8% | +36.7% |
| 1Y | +49.7% | +34.0% | +15.7% | +34.4% |
| 3Y | +146.6% | +35.3% | +111.3% | +110.5% |
| 5Y | +75.4% | -5.1% | +80.5% | +71.2% |
| All | +75.4% | -6.4% | +81.8% | +71.2% |
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