+51.8%
FTNT vs CVE
+73.4%
-21.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.6% | +8.6% | +1.3% |
| 7D | -25.7% | -12.1% | -13.6% | -25.2% |
| 30D | -29.7% | -9.8% | -19.9% | -29.3% |
| 3M | -23.1% | -0.7% | -22.4% | -22.8% |
| 6M | +45.0% | -4.3% | +49.3% | +46.3% |
| YTD | +62.9% | +70.6% | -7.7% | +64.5% |
| 1Y | +51.8% | +73.2% | -21.3% | +54.1% |
| All | +51.8% | +73.4% | -21.5% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 1y: compounded portfolio wealth divided by compounded CVE 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…
1y analysis · Full analysis span regression · 6 months rolling