+5,706.3%
ANET vs CBOE
+577.2%
+5,129.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.2% | +7.9% | +6.0% |
| 7D | +3.0% | -5.8% | +8.8% | +4.1% |
| 30D | -5.2% | -3.1% | -2.0% | -4.7% |
| 3M | +27.6% | -4.8% | +32.4% | +28.1% |
| 6M | +44.4% | -0.6% | +44.9% | +41.7% |
| YTD | +52.3% | +12.8% | +39.5% | +44.5% |
| 1Y | +30.4% | +19.8% | +10.6% | +21.5% |
| 3Y | +313.3% | +86.9% | +226.3% | +221.3% |
| 5Y | +810.0% | +136.5% | +673.5% | +541.5% |
| 10Y | +3,903.8% | +368.4% | +3,535.4% | +2,105.8% |
| All | +5,706.3% | +577.2% | +5,129.1% | +2,818.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling