+414.3%
ANET vs CSGP
-63.2%
+477.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.7% | +12.0% | +8.3% |
| 7D | +1.1% | +1.3% | -0.1% | +0.8% |
| 30D | -20.9% | +10.7% | -31.6% | -23.9% |
| 3M | -11.2% | +3.3% | -14.5% | -13.9% |
| 6M | +16.1% | -10.3% | +26.5% | +16.1% |
| YTD | +30.4% | -54.6% | +84.9% | +64.9% |
| 1Y | +27.4% | -54.6% | +82.1% | +60.8% |
| 3Y | +221.0% | -60.3% | +281.4% | +307.5% |
| All | +414.3% | -63.2% | +477.5% | +587.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 5y: compounded portfolio wealth divided by compounded CSGP 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…
5y analysis · Full analysis span regression · 6 months rolling