+5,397.9%
ANET vs CG
+158.7%
+5,239.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.3% | -1.0% |
| 7D | -1.3% | -9.8% | +8.5% | +3.3% |
| 30D | -4.5% | -10.3% | +5.8% | -0.1% |
| 3M | +24.5% | -1.7% | +26.2% | +24.8% |
| 6M | +35.4% | -9.8% | +45.2% | +40.5% |
| YTD | +44.2% | -25.6% | +69.8% | +61.8% |
| 1Y | +25.4% | -32.5% | +57.9% | +45.7% |
| 3Y | +284.8% | +45.6% | +239.1% | +214.6% |
| 5Y | +761.7% | +3.7% | +758.0% | +687.0% |
| 10Y | +3,691.2% | +321.1% | +3,370.1% | +1,838.3% |
| All | +5,397.9% | +158.7% | +5,239.2% | +3,257.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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