+90.1%
FTNT vs CVE
+150.7%
-60.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +3.2% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -33.6% | -10.8% | -22.8% | -32.3% |
| 3M | -20.9% | -4.3% | -16.5% | -20.4% |
| 6M | +11.0% | -1.5% | +12.4% | +10.6% |
| YTD | +61.3% | +70.7% | -9.4% | +43.1% |
| 1Y | +53.1% | +58.1% | -5.0% | +37.9% |
| 3Y | +152.1% | +69.8% | +82.2% | +117.1% |
| 5Y | +90.1% | +148.9% | -58.8% | +49.0% |
| All | +90.1% | +150.7% | -60.6% | +49.0% |
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 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