+3,847.4%
ANET vs CB
+225.8%
+3,621.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.6% |
| 7D | +3.0% | -0.7% | +3.7% | +3.2% |
| 30D | -5.2% | -1.2% | -4.0% | -4.9% |
| 3M | +27.6% | +3.8% | +23.8% | +25.6% |
| 6M | +44.4% | +5.8% | +38.6% | +40.9% |
| YTD | +52.3% | +9.4% | +43.0% | +46.5% |
| 1Y | +30.4% | +20.7% | +9.8% | +21.3% |
| 3Y | +313.3% | +70.1% | +243.2% | +232.2% |
| 5Y | +810.0% | +101.4% | +708.7% | +575.0% |
| All | +3,847.4% | +225.8% | +3,621.6% | +2,291.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling