+791.3%
ANET vs CME
+78.0%
+713.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.6% |
| 7D | +3.0% | -1.6% | +4.6% | +3.0% |
| 30D | -5.2% | +5.6% | -10.8% | -5.2% |
| 3M | +27.6% | +5.6% | +22.0% | +27.8% |
| 6M | +44.4% | -8.3% | +52.7% | +46.0% |
| YTD | +52.3% | +4.3% | +48.0% | +51.1% |
| 1Y | +30.4% | +9.1% | +21.3% | +28.5% |
| 3Y | +313.3% | +52.1% | +261.2% | +257.0% |
| All | +791.3% | +78.0% | +713.3% | +566.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling