+16.2%
ANET vs CTAS
+25.6%
-9.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.4% | +2.7% | +6.0% |
| 7D | -4.4% | +7.6% | -12.0% | -1.4% |
| 30D | -13.7% | +17.2% | -30.9% | -8.3% |
| 3M | -6.3% | +12.8% | -19.1% | -1.8% |
| 6M | +3.4% | +38.0% | -34.6% | +11.4% |
| YTD | +36.2% | +22.7% | +13.5% | +46.4% |
| 1Y | +16.2% | +25.6% | -9.4% | +25.5% |
| All | +16.2% | +25.6% | -9.4% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling