+313.3%
ANET vs CMI
+150.2%
+163.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.4% | +4.8% |
| 7D | +3.0% | -0.7% | +3.7% | +3.5% |
| 30D | -5.2% | -12.4% | +7.2% | +3.5% |
| 3M | +27.6% | -14.8% | +42.4% | +42.5% |
| 6M | +44.4% | +0.8% | +43.6% | +41.1% |
| YTD | +52.3% | +10.2% | +42.1% | +38.4% |
| 1Y | +30.4% | +37.4% | -7.0% | +0.5% |
| 3Y | +313.3% | +153.3% | +160.0% | +164.0% |
| All | +313.3% | +150.2% | +163.0% | +164.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling