+3,847.4%
ANET vs CLF
+133.3%
+3,714.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.9% | +3.7% | +5.3% |
| 7D | +3.0% | -3.5% | +6.5% | +3.6% |
| 30D | -5.2% | -1.6% | -3.6% | -5.0% |
| 3M | +27.6% | -12.0% | +39.7% | +29.7% |
| 6M | +44.4% | +30.0% | +14.4% | +36.3% |
| YTD | +52.3% | -9.2% | +61.5% | +51.1% |
| 1Y | +30.4% | +2.3% | +28.1% | +25.2% |
| 3Y | +313.3% | -14.4% | +327.7% | +291.1% |
| 5Y | +810.0% | -48.3% | +858.3% | +802.1% |
| All | +3,847.4% | +133.3% | +3,714.1% | +2,835.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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