+3,757.1%
FTNT vs CNH
+64.7%
+3,692.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.1% | -1.0% |
| 7D | -5.8% | +23.3% | -29.1% | -10.9% |
| 30D | -4.8% | +33.5% | -38.2% | -12.0% |
| 3M | +4.4% | +32.7% | -28.3% | -3.8% |
| 6M | +88.8% | +22.2% | +66.6% | +75.9% |
| YTD | +96.8% | +57.7% | +39.1% | +70.1% |
| 1Y | +104.5% | +28.0% | +76.5% | +86.8% |
| 3Y | +156.8% | +11.5% | +145.2% | +137.2% |
| 5Y | +144.1% | +11.9% | +132.2% | +121.5% |
| 10Y | +2,021.8% | +162.8% | +1,859.0% | +1,341.6% |
| All | +3,757.1% | +64.7% | +3,692.4% | +2,815.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling