+5,571.6%
ANET vs CMS
+230.5%
+5,341.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +3.0% | +1.2% | +1.8% | +2.8% |
| 30D | +3.3% | -3.2% | +6.5% | +3.8% |
| 3M | +24.7% | -2.2% | +26.9% | +24.6% |
| 6M | +46.7% | -9.4% | +56.1% | +48.4% |
| YTD | +48.8% | +0.7% | +48.1% | +47.8% |
| 1Y | +39.2% | +0.4% | +38.9% | +38.3% |
| 3Y | +296.9% | +35.2% | +261.8% | +263.2% |
| 5Y | +767.5% | +24.1% | +743.4% | +703.2% |
| 10Y | +3,734.5% | +115.8% | +3,618.7% | +3,365.6% |
| All | +5,571.6% | +230.5% | +5,341.0% | +5,500.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling