+16.2%
ANET vs CME
+19.8%
-3.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.4% | +3.7% | +5.7% |
| 7D | -4.4% | +4.8% | -9.3% | -2.1% |
| 30D | -13.7% | +14.2% | -27.9% | -8.4% |
| 3M | -6.3% | +17.9% | -24.2% | +1.0% |
| 6M | +3.4% | +7.2% | -3.9% | +9.1% |
| YTD | +36.2% | +16.7% | +19.5% | +37.0% |
| 1Y | +16.2% | +19.6% | -3.3% | +16.0% |
| All | +16.2% | +19.8% | -3.5% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling