+13.3%
ANET vs CBOE
+41.5%
-28.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +2.3% | -13.1% | -10.0% |
| 7D | -13.6% | +12.4% | -26.0% | -9.7% |
| 30D | -26.1% | +26.9% | -53.0% | -19.8% |
| 3M | -19.3% | +24.3% | -43.7% | -12.6% |
| 6M | -6.5% | +3.1% | -9.6% | -5.2% |
| YTD | +21.5% | +41.7% | -20.2% | +34.1% |
| 1Y | +13.3% | +41.5% | -28.1% | +24.8% |
| All | +13.3% | +41.5% | -28.1% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling