+3,494.0%
ANET vs CSX
+415.8%
+3,078.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.9% | -4.2% |
| 7D | +15.5% | +6.0% | +9.5% | +12.5% |
| 30D | +1.0% | +7.8% | -6.9% | -2.9% |
| 3M | -3.1% | +4.1% | -7.2% | -5.4% |
| 6M | +40.2% | +17.9% | +22.3% | +28.4% |
| YTD | +50.6% | +44.9% | +5.7% | +23.5% |
| 1Y | +51.4% | +51.1% | +0.3% | +21.6% |
| 3Y | +275.3% | +78.3% | +197.0% | +171.0% |
| 5Y | +500.3% | +58.1% | +442.2% | +355.2% |
| All | +3,494.0% | +415.8% | +3,078.2% | +1,717.9% |
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