+13.3%
ANET vs CHTR
-43.3%
+56.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +4.7% | -15.5% | -10.2% |
| 7D | -13.6% | +15.5% | -29.1% | -12.1% |
| 30D | -26.1% | +15.9% | -41.9% | -24.6% |
| 3M | -19.3% | -17.8% | -1.5% | -19.6% |
| 6M | -6.5% | -20.5% | +14.0% | -5.8% |
| YTD | +21.5% | -39.7% | +61.2% | +23.2% |
| 1Y | +13.3% | -44.1% | +57.4% | +15.4% |
| All | +13.3% | -43.3% | +56.7% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 1y: compounded portfolio wealth divided by compounded CHTR 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…
1y analysis · Full analysis span regression · 6 months rolling