+16.2%
ANET vs CRS
-3.8%
+20.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.6% | +5.6% |
| 7D | -4.4% | +4.3% | -8.7% | -5.9% |
| 30D | -13.7% | -25.5% | +11.7% | -4.6% |
| 3M | -6.3% | -48.7% | +42.4% | +18.3% |
| 6M | +3.4% | -31.6% | +35.0% | +18.7% |
| YTD | +36.2% | -7.0% | +43.3% | +39.6% |
| 1Y | +16.2% | -4.5% | +20.7% | +17.6% |
| All | +16.2% | -3.8% | +20.0% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling