+313.3%
ANET vs COR
+84.9%
+228.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.6% |
| 7D | +3.0% | -2.8% | +5.8% | +2.8% |
| 30D | -5.2% | +2.6% | -7.7% | -5.0% |
| 3M | +27.6% | +14.5% | +13.2% | +28.2% |
| 6M | +44.4% | -7.8% | +52.2% | +41.0% |
| YTD | +52.3% | -4.2% | +56.5% | +51.2% |
| 1Y | +30.4% | +7.0% | +23.4% | +35.5% |
| 3Y | +313.3% | +85.5% | +227.7% | +422.3% |
| All | +313.3% | +84.9% | +228.4% | +422.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 3y: compounded portfolio wealth divided by compounded COR 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…
3y analysis · Full analysis span regression · 6 months rolling