+313.3%
ANET vs CMG
-7.3%
+320.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.6% |
| 7D | +3.0% | -2.1% | +5.1% | +3.5% |
| 30D | -5.2% | +10.9% | -16.1% | -7.6% |
| 3M | +27.6% | +15.8% | +11.8% | +21.6% |
| 6M | +44.4% | +6.9% | +37.4% | +40.2% |
| YTD | +52.3% | -2.2% | +54.5% | +51.2% |
| 1Y | +30.4% | -7.1% | +37.5% | +29.8% |
| 3Y | +313.3% | -7.1% | +320.4% | +207.2% |
| All | +313.3% | -7.3% | +320.6% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 3y: compounded portfolio wealth divided by compounded CMG 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…
3y analysis · Full analysis span regression · 6 months rolling