+321.9%
ANET vs CART
+14.3%
+307.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +1.4% |
| 7D | +3.0% | -4.1% | +7.1% | +3.5% |
| 30D | +3.3% | -4.3% | +7.7% | +3.8% |
| 3M | +24.7% | +13.1% | +11.5% | +21.6% |
| 6M | +46.7% | +26.0% | +20.7% | +40.4% |
| YTD | +48.8% | +6.7% | +42.1% | +46.0% |
| 1Y | +39.2% | +6.3% | +33.0% | +36.1% |
| All | +321.9% | +14.3% | +307.6% | +281.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling