+5,397.9%
ANET vs CCI
+60.1%
+5,337.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.6% |
| 7D | -1.3% | -4.4% | +3.1% | -0.2% |
| 30D | -4.5% | +0.3% | -4.8% | -4.6% |
| 3M | +24.5% | -20.0% | +44.5% | +31.2% |
| 6M | +35.4% | -14.5% | +49.9% | +38.8% |
| YTD | +44.2% | -14.9% | +59.1% | +47.6% |
| 1Y | +25.4% | -17.7% | +43.1% | +29.5% |
| 3Y | +284.8% | -12.4% | +297.1% | +268.6% |
| 5Y | +761.7% | -50.1% | +811.8% | +944.3% |
| 10Y | +3,691.2% | +20.4% | +3,670.8% | +3,276.9% |
| All | +5,397.9% | +60.1% | +5,337.8% | +4,608.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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