+5,397.9%
ANET vs CAG
-8.9%
+5,406.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.9% |
| 7D | -1.3% | -5.9% | +4.6% | -1.0% |
| 30D | -4.5% | -1.5% | -2.9% | -4.5% |
| 3M | +24.5% | +11.5% | +13.1% | +23.3% |
| 6M | +35.4% | -15.7% | +51.1% | +37.2% |
| YTD | +44.2% | -10.2% | +54.4% | +44.9% |
| 1Y | +25.4% | -18.1% | +43.5% | +27.1% |
| 3Y | +284.8% | -39.4% | +324.2% | +297.2% |
| 5Y | +761.7% | -42.6% | +804.3% | +787.2% |
| 10Y | +3,691.2% | -35.6% | +3,726.8% | +3,477.4% |
| All | +5,397.9% | -8.9% | +5,406.8% | +4,387.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling