+296.9%
ANET vs CF
+76.4%
+220.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | +3.0% | -0.9% | +3.9% | +3.0% |
| 30D | +3.3% | +18.1% | -14.7% | +3.3% |
| 3M | +24.7% | +23.4% | +1.3% | +24.3% |
| 6M | +46.7% | +17.1% | +29.6% | +45.6% |
| YTD | +48.8% | +76.2% | -27.4% | +42.5% |
| 1Y | +39.2% | +62.3% | -23.0% | +34.2% |
| 3Y | +296.9% | +71.8% | +225.1% | +274.6% |
| All | +296.9% | +76.4% | +220.6% | +274.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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