+5,571.6%
ANET vs CDW
+454.5%
+5,117.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | +3.4% |
| 7D | +3.0% | -3.9% | +6.9% | +5.1% |
| 30D | +3.3% | +6.9% | -3.6% | -1.0% |
| 3M | +24.7% | +7.7% | +17.0% | +16.5% |
| 6M | +46.7% | +18.3% | +28.4% | +28.5% |
| YTD | +48.8% | +7.8% | +41.0% | +35.9% |
| 1Y | +39.2% | -12.2% | +51.4% | +42.1% |
| 3Y | +296.9% | -28.9% | +325.9% | +350.2% |
| 5Y | +767.5% | -22.8% | +790.3% | +825.5% |
| 10Y | +3,734.5% | +266.1% | +3,468.4% | +1,667.3% |
| All | +5,571.6% | +454.5% | +5,117.1% | +1,743.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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