+5,512.5%
ANET vs CTAS
+1,373.8%
+4,138.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +3.7% | +1.0% | +2.7% | +3.2% |
| 30D | +0.7% | -1.1% | +1.8% | +1.2% |
| 3M | +26.8% | +11.5% | +15.3% | +17.8% |
| 6M | +40.7% | +0.2% | +40.5% | +37.8% |
| YTD | +47.2% | +7.2% | +40.1% | +38.5% |
| 1Y | +36.0% | 0.0% | +36.0% | +32.2% |
| 3Y | +292.8% | +65.9% | +226.9% | +179.0% |
| 5Y | +761.9% | +109.6% | +652.4% | +440.6% |
| 10Y | +3,770.2% | +683.8% | +3,086.5% | +1,067.9% |
| All | +5,512.5% | +1,373.8% | +4,138.7% | +1,173.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling