+3,847.4%
ANET vs CHTR
-44.7%
+3,892.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.7% | +1.9% | +4.9% |
| 7D | +3.0% | -4.1% | +7.1% | +3.8% |
| 30D | -5.2% | -3.0% | -2.2% | -5.1% |
| 3M | +27.6% | +4.8% | +22.9% | +24.6% |
| 6M | +44.4% | -35.0% | +79.4% | +54.5% |
| YTD | +52.3% | -30.2% | +82.5% | +58.9% |
| 1Y | +30.4% | -44.8% | +75.2% | +44.4% |
| 3Y | +313.3% | -66.6% | +379.8% | +407.4% |
| 5Y | +810.0% | -81.5% | +891.5% | +1,246.5% |
| All | +3,847.4% | -44.7% | +3,892.1% | +3,902.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling