+1,828.7%
FTNT vs CVE
+136.7%
+1,692.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.5% | +3.0% |
| 7D | -3.0% | -10.1% | +7.1% | -1.3% |
| 30D | -37.1% | -12.1% | -25.0% | -35.8% |
| 3M | -23.3% | -1.9% | -21.4% | -23.2% |
| 6M | +7.4% | -1.8% | +9.2% | +7.1% |
| YTD | +54.2% | +65.8% | -11.6% | +40.3% |
| 1Y | +49.7% | +60.8% | -11.1% | +36.7% |
| 3Y | +146.6% | +70.1% | +76.4% | +118.9% |
| 5Y | +75.4% | +134.8% | -59.3% | +45.1% |
| 10Y | +1,828.7% | +130.1% | +1,698.6% | +1,262.4% |
| All | +1,828.7% | +136.7% | +1,692.0% | +1,262.4% |
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