+313.3%
ANET vs CTSH
-11.6%
+324.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.9% | +2.7% | +5.3% |
| 7D | +3.0% | -3.7% | +6.7% | +3.4% |
| 30D | -5.2% | +3.7% | -8.9% | -5.6% |
| 3M | +27.6% | +17.9% | +9.7% | +26.1% |
| 6M | +44.4% | -2.6% | +47.0% | +51.7% |
| YTD | +52.3% | -26.4% | +78.7% | +76.5% |
| 1Y | +30.4% | -13.0% | +43.5% | +38.6% |
| 3Y | +313.3% | -11.2% | +324.5% | +345.5% |
| All | +313.3% | -11.6% | +324.8% | +345.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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