+30.4%
ANET vs CMS
-2.9%
+33.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.4% | +5.3% |
| 7D | +3.0% | -1.9% | +4.9% | +2.3% |
| 30D | -5.2% | -4.1% | -1.1% | -6.7% |
| 3M | +27.6% | -7.1% | +34.7% | +22.5% |
| 6M | +44.4% | -10.1% | +54.4% | +39.4% |
| YTD | +52.3% | -1.7% | +54.0% | +49.1% |
| 1Y | +30.4% | -3.4% | +33.8% | +29.0% |
| All | +30.4% | -2.9% | +33.3% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling