+1,789.3%
FTNT vs CVE
+136.1%
+1,653.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | -12.7% | -16.1% | +3.5% | -10.1% |
| 30D | -37.2% | -10.4% | -26.8% | -36.2% |
| 3M | -25.8% | -2.4% | -23.4% | -25.7% |
| 6M | +32.1% | -4.4% | +36.5% | +32.3% |
| YTD | +49.7% | +64.9% | -15.3% | +36.2% |
| 1Y | +47.6% | +66.0% | -18.5% | +34.0% |
| 3Y | +137.2% | +57.7% | +79.6% | +113.3% |
| 5Y | +74.2% | +144.7% | -70.6% | +43.1% |
| All | +1,789.3% | +136.1% | +1,653.2% | +1,233.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling