+791.3%
ANET vs CARR
+8.3%
+783.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.4% | +4.2% | +4.8% |
| 7D | +3.0% | -3.8% | +6.8% | +5.1% |
| 30D | -5.2% | -8.9% | +3.7% | -0.3% |
| 3M | +27.6% | -17.3% | +44.9% | +40.7% |
| 6M | +44.4% | -1.4% | +45.8% | +42.3% |
| YTD | +52.3% | +10.0% | +42.3% | +40.1% |
| 1Y | +30.4% | -6.4% | +36.8% | +31.3% |
| 3Y | +313.3% | +1.5% | +311.7% | +290.0% |
| All | +791.3% | +8.3% | +783.0% | +630.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling