+912.8%
FTNT vs CTVA
+216.1%
+696.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.4% |
| 7D | -2.7% | -2.1% | -0.6% | -2.2% |
| 30D | -1.4% | +12.0% | -13.4% | -4.8% |
| 3M | +10.1% | +13.5% | -3.4% | +4.9% |
| 6M | +88.2% | +12.1% | +76.1% | +78.9% |
| YTD | +98.3% | +29.0% | +69.3% | +79.6% |
| 1Y | +96.0% | +18.9% | +77.1% | +81.5% |
| 3Y | +145.8% | +78.9% | +66.9% | +92.1% |
| 5Y | +154.6% | +105.2% | +49.4% | +87.3% |
| All | +912.8% | +216.1% | +696.7% | +486.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling