+109.4%
ANET vs CAI
-11.0%
+120.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.0% |
| 7D | -1.3% | -5.1% | +3.8% | -0.8% |
| 30D | -4.5% | +3.9% | -8.4% | -4.9% |
| 3M | +24.5% | +40.1% | -15.6% | +19.1% |
| 6M | +35.4% | +29.7% | +5.7% | +29.4% |
| YTD | +44.2% | -10.9% | +55.1% | +43.7% |
| 1Y | +25.4% | -28.0% | +53.4% | +24.5% |
| All | +109.4% | -11.0% | +120.4% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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