+3,847.4%
ANET vs CFG
+316.8%
+3,530.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.4% | +5.2% |
| 7D | +3.0% | -0.4% | +3.4% | +3.1% |
| 30D | -5.2% | -4.6% | -0.5% | -3.8% |
| 3M | +27.6% | +6.7% | +21.0% | +25.0% |
| 6M | +44.4% | +22.1% | +22.3% | +35.5% |
| YTD | +52.3% | +23.2% | +29.1% | +42.2% |
| 1Y | +30.4% | +40.3% | -9.8% | +16.6% |
| 3Y | +313.3% | +187.9% | +125.4% | +195.8% |
| 5Y | +810.0% | +102.0% | +708.1% | +606.2% |
| All | +3,847.4% | +316.8% | +3,530.5% | +2,306.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling