+313.3%
ANET vs CBRE
+64.1%
+249.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.8% | +3.8% | +5.1% |
| 7D | +3.0% | -5.0% | +8.0% | +4.5% |
| 30D | -5.2% | -4.7% | -0.5% | -4.2% |
| 3M | +27.6% | +6.5% | +21.1% | +23.4% |
| 6M | +44.4% | +6.1% | +38.3% | +38.8% |
| YTD | +52.3% | -12.6% | +64.9% | +57.3% |
| 1Y | +30.4% | -15.3% | +45.7% | +36.3% |
| 3Y | +313.3% | +64.6% | +248.6% | +226.8% |
| All | +313.3% | +64.1% | +249.1% | +226.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 3y: compounded portfolio wealth divided by compounded CBRE 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…
3y analysis · Full analysis span regression · 6 months rolling