+3,847.4%
ANET vs CME
+282.4%
+3,565.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.5% |
| 7D | +3.0% | -1.6% | +4.6% | +3.5% |
| 30D | -5.2% | +5.6% | -10.8% | -6.6% |
| 3M | +27.6% | +5.6% | +22.0% | +25.3% |
| 6M | +44.4% | -8.3% | +52.7% | +47.0% |
| YTD | +52.3% | +4.3% | +48.0% | +48.1% |
| 1Y | +30.4% | +9.1% | +21.3% | +24.5% |
| 3Y | +313.3% | +52.1% | +261.2% | +236.2% |
| 5Y | +810.0% | +79.7% | +730.4% | +581.8% |
| All | +3,847.4% | +282.4% | +3,565.0% | +2,313.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling