+13.3%
ANET vs CMI
+6.1%
+7.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.9% | -5.9% | -7.9% |
| 7D | -13.6% | -13.4% | -0.2% | -5.9% |
| 30D | -26.1% | -16.2% | -9.9% | -18.0% |
| 3M | -19.3% | -30.8% | +11.4% | 0.0% |
| 6M | -6.5% | -33.1% | +26.6% | +17.5% |
| YTD | +21.5% | -11.2% | +32.7% | +27.2% |
| 1Y | +13.3% | +3.6% | +9.7% | +13.6% |
| All | +13.3% | +6.1% | +7.3% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling