+3,847.4%
ANET vs CAG
-36.2%
+3,883.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +5.6% |
| 7D | +3.0% | -5.7% | +8.7% | +3.1% |
| 30D | -5.2% | -2.4% | -2.8% | -5.2% |
| 3M | +27.6% | +9.8% | +17.8% | +27.1% |
| 6M | +44.4% | -10.8% | +55.2% | +45.3% |
| YTD | +52.3% | -10.8% | +63.1% | +52.9% |
| 1Y | +30.4% | -19.0% | +49.4% | +31.7% |
| 3Y | +313.3% | -39.7% | +352.9% | +321.8% |
| 5Y | +810.0% | -43.0% | +853.0% | +826.6% |
| All | +3,847.4% | -36.2% | +3,883.6% | +3,648.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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