+291.3%
ANET vs CLF
-18.1%
+309.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.1% | -1.6% |
| 7D | -1.3% | -3.7% | +2.4% | -0.5% |
| 30D | -4.5% | -4.7% | +0.2% | -3.7% |
| 3M | +24.5% | -4.7% | +29.2% | +24.9% |
| 6M | +35.4% | +24.0% | +11.4% | +27.7% |
| YTD | +44.2% | -10.9% | +55.2% | +43.3% |
| 1Y | +25.4% | +4.0% | +21.3% | +17.9% |
| All | +291.3% | -18.1% | +309.4% | +252.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling