+275.3%
ANET vs CSX
+77.5%
+197.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.9% | -4.3% |
| 7D | +15.5% | +6.0% | +9.5% | +13.4% |
| 30D | +1.0% | +7.8% | -6.9% | -1.6% |
| 3M | -3.1% | +4.1% | -7.2% | -4.4% |
| 6M | +40.2% | +17.9% | +22.3% | +31.6% |
| YTD | +50.6% | +44.9% | +5.7% | +29.1% |
| 1Y | +51.4% | +51.1% | +0.3% | +27.4% |
| 3Y | +275.3% | +78.3% | +197.0% | +212.9% |
| All | +275.3% | +77.5% | +197.8% | +212.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling