+1,947.1%
FTNT vs CVE
+147.6%
+1,799.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | +5.7% | +4.6% | +1.1% | +5.0% |
| 30D | -32.1% | -12.0% | -20.1% | -30.7% |
| 3M | -19.5% | -3.8% | -15.7% | -19.1% |
| 6M | +13.8% | -2.7% | +16.5% | +13.7% |
| YTD | +63.1% | +73.6% | -10.5% | +47.3% |
| 1Y | +57.7% | +62.0% | -4.3% | +43.9% |
| 3Y | +154.9% | +72.7% | +82.2% | +125.8% |
| 5Y | +89.3% | +153.9% | -64.6% | +54.6% |
| All | +1,947.1% | +147.6% | +1,799.4% | +1,339.6% |
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