+3,847.4%
ANET vs CMS
+118.9%
+3,728.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.4% | +5.8% |
| 7D | +3.0% | -1.9% | +4.9% | +3.4% |
| 30D | -5.2% | -4.1% | -1.1% | -4.5% |
| 3M | +27.6% | -7.1% | +34.7% | +28.9% |
| 6M | +44.4% | -10.1% | +54.4% | +46.6% |
| YTD | +52.3% | -1.7% | +54.0% | +51.7% |
| 1Y | +30.4% | -3.4% | +33.8% | +30.2% |
| 3Y | +313.3% | +31.6% | +281.7% | +271.0% |
| 5Y | +810.0% | +23.3% | +786.7% | +721.7% |
| All | +3,847.4% | +118.9% | +3,728.5% | +3,234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling