+791.3%
ANET vs CLS
+3,833.6%
-3,042.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.6% | -0.9% | +2.8% |
| 7D | +3.0% | +10.9% | -8.0% | -1.5% |
| 30D | -5.2% | +2.1% | -7.3% | -6.5% |
| 3M | +27.6% | -10.2% | +37.8% | +30.9% |
| 6M | +44.4% | +30.4% | +14.0% | +23.9% |
| YTD | +52.3% | +17.2% | +35.1% | +34.4% |
| 1Y | +30.4% | +41.0% | -10.6% | +2.7% |
| 3Y | +313.3% | +1,338.0% | -1,024.7% | +10.4% |
| All | +791.3% | +3,833.6% | -3,042.3% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 5y: compounded portfolio wealth divided by compounded CLS 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…
5y analysis · Full analysis span regression · 6 months rolling