+5,512.5%
ANET vs CRL
+405.3%
+5,107.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.7% |
| 7D | +3.7% | -4.6% | +8.3% | +5.3% |
| 30D | +0.7% | +0.5% | +0.2% | +0.5% |
| 3M | +26.8% | +46.6% | -19.8% | +10.2% |
| 6M | +40.7% | +57.3% | -16.6% | +18.0% |
| YTD | +47.2% | +39.5% | +7.7% | +28.2% |
| 1Y | +36.0% | +76.9% | -40.9% | +8.2% |
| 3Y | +292.8% | +39.4% | +253.4% | +215.7% |
| 5Y | +761.9% | -37.2% | +799.1% | +848.6% |
| 10Y | +3,770.2% | +253.4% | +3,516.8% | +1,564.1% |
| All | +5,512.5% | +405.3% | +5,107.2% | +1,791.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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