+299.5%
ANET vs CSX
+67.5%
+231.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.6% |
| 7D | +3.7% | -0.6% | +4.2% | +3.9% |
| 30D | +0.7% | -3.2% | +4.0% | +2.0% |
| 3M | +26.8% | +2.6% | +24.2% | +25.4% |
| 6M | +40.7% | +19.8% | +20.8% | +30.4% |
| YTD | +47.2% | +34.7% | +12.6% | +30.1% |
| 1Y | +36.0% | +52.1% | -16.2% | +13.6% |
| All | +299.5% | +67.5% | +231.9% | +217.5% |
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