+40.2%
ANET vs CL
+16.0%
+24.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.8% | -6.3% | -2.5% |
| 7D | +15.5% | +3.2% | +12.3% | +19.5% |
| 30D | +1.0% | +8.0% | -7.1% | +11.2% |
| 3M | -3.1% | +7.9% | -11.0% | +6.4% |
| 6M | +40.2% | +14.7% | +25.5% | +66.0% |
| All | +40.2% | +16.0% | +24.2% | +66.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling