+3,847.4%
ANET vs CI
+144.2%
+3,703.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.7% | +5.6% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | -5.2% | +1.8% | -7.0% | -5.7% |
| 3M | +27.6% | -4.2% | +31.9% | +28.4% |
| 6M | +44.4% | +8.8% | +35.5% | +39.7% |
| YTD | +52.3% | +3.7% | +48.6% | +49.3% |
| 1Y | +30.4% | -6.1% | +36.5% | +30.1% |
| 3Y | +313.3% | +4.5% | +308.8% | +280.3% |
| 5Y | +810.0% | +50.5% | +759.5% | +609.8% |
| All | +3,847.4% | +144.2% | +3,703.2% | +2,556.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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