+274.1%
ANET vs CART
+135.4%
+138.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +6.2% |
| 7D | +10.2% | -0.6% | +10.8% | +10.4% |
| 30D | -6.7% | +23.1% | -29.8% | -9.7% |
| 3M | -0.6% | +19.2% | -19.8% | -3.6% |
| 6M | +44.2% | +45.7% | -1.5% | +33.6% |
| YTD | +50.1% | +30.9% | +19.2% | +41.9% |
| 1Y | +45.8% | +50.2% | -4.4% | +33.3% |
| All | +274.1% | +135.4% | +138.7% | +210.1% |
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