+5,571.6%
ANET vs CP
+185.3%
+5,386.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | +3.0% | +2.4% | +0.6% | +1.8% |
| 30D | +3.3% | -0.5% | +3.9% | +3.6% |
| 3M | +24.7% | +1.4% | +23.2% | +23.4% |
| 6M | +46.7% | +10.3% | +36.4% | +38.8% |
| YTD | +48.8% | +24.3% | +24.5% | +31.6% |
| 1Y | +39.2% | +20.4% | +18.8% | +24.9% |
| 3Y | +296.9% | +21.8% | +275.1% | +250.1% |
| 5Y | +767.5% | +31.5% | +736.0% | +628.1% |
| 10Y | +3,734.5% | +223.2% | +3,511.3% | +1,973.2% |
| All | +5,571.6% | +185.3% | +5,386.3% | +3,066.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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