+791.3%
ANET vs CTAS
+107.2%
+684.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.1% | +4.9% |
| 7D | +3.0% | +0.5% | +2.5% | +2.8% |
| 30D | -5.2% | -0.7% | -4.5% | -4.9% |
| 3M | +27.6% | +11.1% | +16.5% | +18.5% |
| 6M | +44.4% | +2.1% | +42.3% | +40.6% |
| YTD | +52.3% | +8.0% | +44.4% | +42.4% |
| 1Y | +30.4% | -0.5% | +30.9% | +28.1% |
| 3Y | +313.3% | +66.2% | +247.0% | +150.3% |
| All | +791.3% | +107.2% | +684.0% | +323.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling