+5,512.5%
ANET vs CME
+546.0%
+4,966.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +3.7% | -0.6% | +4.3% | +3.9% |
| 30D | +0.7% | +4.7% | -3.9% | -0.7% |
| 3M | +26.8% | +7.8% | +19.0% | +23.5% |
| 6M | +40.7% | -11.0% | +51.6% | +44.5% |
| YTD | +47.2% | +4.0% | +43.2% | +43.1% |
| 1Y | +36.0% | +9.1% | +26.8% | +29.6% |
| 3Y | +292.8% | +52.3% | +240.5% | +219.2% |
| 5Y | +761.9% | +76.1% | +685.9% | +552.4% |
| 10Y | +3,770.2% | +280.6% | +3,489.6% | +2,019.5% |
| All | +5,512.5% | +546.0% | +4,966.5% | +2,168.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling