+152.9%
FTNT vs CVE
+74.2%
+78.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -1.9% |
| 7D | +7.1% | +5.9% | +1.1% | +6.2% |
| 30D | -30.9% | -10.9% | -20.0% | -29.8% |
| 3M | -23.1% | -4.5% | -18.6% | -22.8% |
| 6M | +8.1% | -1.0% | +9.1% | +7.9% |
| YTD | +60.2% | +74.7% | -14.5% | +45.5% |
| 1Y | +57.0% | +65.8% | -8.8% | +43.8% |
| 3Y | +152.9% | +73.2% | +79.7% | +120.0% |
| All | +152.9% | +74.2% | +78.7% | +120.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling