+3,847.4%
ANET vs CL
+54.0%
+3,793.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.3% | +6.9% | +5.8% |
| 7D | +3.0% | -2.2% | +5.2% | +3.4% |
| 30D | -5.2% | -6.0% | +0.8% | -4.1% |
| 3M | +27.6% | -2.3% | +30.0% | +27.5% |
| 6M | +44.4% | -2.0% | +46.4% | +43.6% |
| YTD | +52.3% | +11.8% | +40.5% | +45.3% |
| 1Y | +30.4% | +5.8% | +24.6% | +26.1% |
| 3Y | +313.3% | +25.9% | +287.3% | +251.1% |
| 5Y | +810.0% | +26.9% | +783.1% | +656.6% |
| All | +3,847.4% | +54.0% | +3,793.4% | +2,831.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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