+5,706.3%
ANET vs COF
+224.4%
+5,481.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.4% |
| 7D | +3.0% | -5.1% | +8.1% | +5.1% |
| 30D | -5.2% | -6.0% | +0.8% | -3.0% |
| 3M | +27.6% | +14.8% | +12.8% | +20.5% |
| 6M | +44.4% | +15.3% | +29.1% | +35.6% |
| YTD | +52.3% | -13.0% | +65.4% | +58.6% |
| 1Y | +30.4% | -5.7% | +36.1% | +31.0% |
| 3Y | +313.3% | +118.1% | +195.1% | +198.3% |
| 5Y | +810.0% | +46.2% | +763.8% | +637.2% |
| 10Y | +3,903.8% | +246.1% | +3,657.8% | +1,959.9% |
| All | +5,706.3% | +224.4% | +5,481.9% | +3,004.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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