+791.3%
ANET vs CMG
-4.8%
+796.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.5% |
| 7D | +3.0% | -2.1% | +5.1% | +3.8% |
| 30D | -5.2% | +10.9% | -16.1% | -9.1% |
| 3M | +27.6% | +15.8% | +11.8% | +18.2% |
| 6M | +44.4% | +6.9% | +37.4% | +37.2% |
| YTD | +52.3% | -2.2% | +54.5% | +49.6% |
| 1Y | +30.4% | -7.1% | +37.5% | +28.4% |
| 3Y | +313.3% | -7.1% | +320.4% | +275.0% |
| All | +791.3% | -4.8% | +796.1% | +652.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling