+319.4%
ANET vs CART
+21.6%
+297.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.4% |
| 7D | -0.8% | +1.0% | -1.9% | -1.0% |
| 30D | -1.8% | +12.6% | -14.4% | -3.7% |
| 3M | +16.7% | +23.1% | -6.4% | +12.6% |
| 6M | +43.7% | +39.5% | +4.2% | +35.6% |
| YTD | +47.9% | +13.5% | +34.4% | +44.0% |
| 1Y | +37.3% | +14.9% | +22.4% | +32.7% |
| All | +319.4% | +21.6% | +297.8% | +276.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling