+313.3%
ANET vs CFG
+186.7%
+126.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.4% | +5.2% |
| 7D | +3.0% | -0.4% | +3.4% | +3.2% |
| 30D | -5.2% | -4.6% | -0.5% | -3.5% |
| 3M | +27.6% | +6.7% | +21.0% | +24.4% |
| 6M | +44.4% | +22.1% | +22.3% | +33.4% |
| YTD | +52.3% | +23.2% | +29.1% | +39.8% |
| 1Y | +30.4% | +40.3% | -9.8% | +13.3% |
| 3Y | +313.3% | +187.9% | +125.4% | +199.7% |
| All | +313.3% | +186.7% | +126.5% | +199.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling