+317.5%
ANET vs CART
+11.0%
+306.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.7% |
| 7D | +3.7% | -9.5% | +13.2% | +5.0% |
| 30D | +0.7% | -7.8% | +8.5% | +1.7% |
| 3M | +26.8% | +10.4% | +16.4% | +24.1% |
| 6M | +40.7% | +20.1% | +20.6% | +35.6% |
| YTD | +47.2% | +3.7% | +43.6% | +45.0% |
| 1Y | +36.0% | +2.6% | +33.4% | +33.6% |
| All | +317.5% | +11.0% | +306.5% | +279.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 3y: compounded portfolio wealth divided by compounded CART 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…
3y analysis · Full analysis span regression · 6 months rolling