+5,512.5%
ANET vs CLS
+2,739.1%
+2,773.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | +3.7% | +20.1% | -16.4% | -3.3% |
| 30D | +0.7% | +6.0% | -5.3% | -1.9% |
| 3M | +26.8% | -10.3% | +37.1% | +29.7% |
| 6M | +40.7% | +24.5% | +16.1% | +26.2% |
| YTD | +47.2% | +12.9% | +34.4% | +35.1% |
| 1Y | +36.0% | +36.7% | -0.7% | +13.7% |
| 3Y | +292.8% | +1,328.1% | -1,035.3% | +42.2% |
| 5Y | +761.9% | +3,682.3% | -2,920.4% | +127.1% |
| 10Y | +3,770.2% | +3,038.3% | +731.9% | +870.5% |
| All | +5,512.5% | +2,739.1% | +2,773.4% | +1,390.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling