+155.8%
FTNT vs CTVA
+102.0%
+53.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +1.6% | -4.7% | +6.3% | +2.5% |
| 30D | -1.9% | +11.1% | -13.0% | -4.2% |
| 3M | +14.4% | +13.7% | +0.7% | +9.9% |
| 6M | +88.7% | +11.2% | +77.4% | +81.3% |
| YTD | +100.0% | +26.9% | +73.1% | +84.7% |
| 1Y | +99.9% | +18.8% | +81.0% | +87.4% |
| 3Y | +147.9% | +75.9% | +72.0% | +100.0% |
| 5Y | +155.8% | +105.2% | +50.6% | +88.4% |
| All | +155.8% | +102.0% | +53.8% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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