+791.3%
ANET vs CBOE
+136.7%
+654.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.2% | +7.9% | +5.5% |
| 7D | +3.0% | -5.8% | +8.8% | +2.6% |
| 30D | -5.2% | -3.1% | -2.0% | -5.3% |
| 3M | +27.6% | -4.8% | +32.4% | +27.5% |
| 6M | +44.4% | -0.6% | +44.9% | +43.6% |
| YTD | +52.3% | +12.8% | +39.5% | +50.5% |
| 1Y | +30.4% | +19.8% | +10.6% | +28.4% |
| 3Y | +313.3% | +86.9% | +226.3% | +240.2% |
| All | +791.3% | +136.7% | +654.6% | +513.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling