+3,847.4%
ANET vs CSX
+501.5%
+3,345.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.7% |
| 7D | +3.0% | -0.9% | +3.9% | +3.4% |
| 30D | -5.2% | -2.0% | -3.2% | -4.2% |
| 3M | +27.6% | +3.6% | +24.0% | +25.2% |
| 6M | +44.4% | +22.0% | +22.3% | +30.1% |
| YTD | +52.3% | +36.3% | +16.1% | +29.5% |
| 1Y | +30.4% | +50.9% | -20.5% | +5.1% |
| 3Y | +313.3% | +69.2% | +244.1% | +207.8% |
| 5Y | +810.0% | +69.2% | +740.8% | +570.8% |
| All | +3,847.4% | +501.5% | +3,345.9% | +1,929.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 10y: compounded portfolio wealth divided by compounded CSX 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…
10y analysis · Full analysis span regression · 6 months rolling