+148.8%
FTNT vs CVE
+317.2%
-168.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -5.8% | +2.5% | -8.4% | -6.3% |
| 30D | -4.8% | +16.7% | -21.5% | -7.5% |
| 3M | +4.4% | +9.3% | -4.8% | +2.5% |
| 6M | +88.8% | +43.6% | +45.2% | +75.0% |
| YTD | +96.8% | +93.6% | +3.2% | +71.7% |
| 1Y | +104.5% | +98.8% | +5.7% | +76.8% |
| 3Y | +156.8% | +73.6% | +83.2% | +122.3% |
| All | +148.8% | +317.2% | -168.4% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling