+5,512.5%
ANET vs CHRW
+230.1%
+5,282.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.1% |
| 7D | +3.7% | +4.1% | -0.4% | +2.4% |
| 30D | +0.7% | +1.9% | -1.2% | +0.1% |
| 3M | +26.8% | -21.2% | +48.0% | +34.8% |
| 6M | +40.7% | -16.7% | +57.3% | +45.8% |
| YTD | +47.2% | -5.4% | +52.6% | +44.9% |
| 1Y | +36.0% | +21.2% | +14.8% | +21.6% |
| 3Y | +292.8% | +86.5% | +206.3% | +189.0% |
| 5Y | +761.9% | +93.0% | +668.9% | +503.3% |
| 10Y | +3,770.2% | +174.5% | +3,595.7% | +2,142.4% |
| All | +5,512.5% | +230.1% | +5,282.4% | +2,733.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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