+779.7%
ANET vs CMS
+23.7%
+755.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.1% |
| 7D | +3.7% | +0.2% | +3.5% | +3.7% |
| 30D | +0.7% | -1.3% | +2.0% | +0.6% |
| 3M | +26.8% | -5.4% | +32.2% | +26.0% |
| 6M | +40.7% | -10.3% | +51.0% | +39.6% |
| YTD | +47.2% | -0.2% | +47.5% | +46.8% |
| 1Y | +36.0% | -0.9% | +36.8% | +35.5% |
| 3Y | +292.8% | +34.0% | +258.8% | +279.3% |
| All | +779.7% | +23.7% | +755.9% | +729.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling