+37.3%
ANET vs CARR
-3.6%
+40.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +0.8% |
| 7D | -0.8% | +1.6% | -2.4% | -1.4% |
| 30D | -1.8% | -8.7% | +7.0% | +1.5% |
| 3M | +16.7% | -12.6% | +29.3% | +22.1% |
| 6M | +43.7% | -1.5% | +45.3% | +41.1% |
| YTD | +47.9% | +14.3% | +33.6% | +37.9% |
| 1Y | +37.3% | -4.6% | +41.8% | +35.8% |
| All | +37.3% | -3.6% | +40.8% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling