+5,706.3%
ANET vs CHTR
-2.1%
+5,708.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.7% | +1.9% | +4.8% |
| 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% | +24.2% |
| 6M | +44.4% | -35.0% | +79.4% | +55.3% |
| YTD | +52.3% | -30.2% | +82.5% | +59.4% |
| 1Y | +30.4% | -44.8% | +75.2% | +45.3% |
| 3Y | +313.3% | -66.6% | +379.8% | +412.4% |
| 5Y | +810.0% | -81.5% | +891.5% | +1,261.5% |
| 10Y | +3,903.8% | -44.8% | +3,948.6% | +3,745.7% |
| All | +5,706.3% | -2.1% | +5,708.4% | +3,896.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling