+139.8%
FTNT vs CNI
+19.7%
+120.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -1.9% |
| 7D | -0.1% | -0.4% | +0.2% | -0.1% |
| 30D | -3.0% | -2.7% | -0.3% | -2.6% |
| 3M | +7.6% | +3.9% | +3.7% | +6.8% |
| 6M | +87.0% | +16.4% | +70.6% | +81.3% |
| YTD | +96.5% | +25.8% | +70.7% | +86.3% |
| 1Y | +92.9% | +32.4% | +60.5% | +80.0% |
| 3Y | +139.8% | +19.1% | +120.8% | +130.1% |
| All | +139.8% | +19.7% | +120.1% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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