+3,480.9%
ANET vs CFG
+390.8%
+3,090.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.0% |
| 7D | +3.0% | +2.7% | +0.3% | +2.1% |
| 30D | +3.3% | -3.7% | +7.0% | +4.6% |
| 3M | +24.7% | +9.5% | +15.2% | +20.9% |
| 6M | +46.7% | +22.2% | +24.5% | +37.0% |
| YTD | +48.8% | +22.3% | +26.5% | +38.5% |
| 1Y | +39.2% | +39.4% | -0.2% | +23.7% |
| 3Y | +296.9% | +188.5% | +108.4% | +176.3% |
| 5Y | +767.5% | +101.5% | +666.0% | +559.4% |
| 10Y | +3,734.5% | +308.6% | +3,425.9% | +1,846.7% |
| All | +3,480.9% | +390.8% | +3,090.1% | +1,596.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling