+5,512.5%
ANET vs CTSH
+35.7%
+5,476.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.8% | +0.2% |
| 7D | +3.7% | -8.2% | +11.9% | +7.6% |
| 30D | +0.7% | +0.4% | +0.3% | 0.0% |
| 3M | +26.8% | +10.6% | +16.2% | +17.2% |
| 6M | +40.7% | -8.8% | +49.5% | +42.1% |
| YTD | +47.2% | -28.6% | +75.9% | +66.9% |
| 1Y | +36.0% | -15.9% | +51.9% | +39.6% |
| 3Y | +292.8% | -13.9% | +306.7% | +293.7% |
| 5Y | +761.9% | -17.1% | +779.0% | +769.5% |
| 10Y | +3,770.2% | +21.0% | +3,749.2% | +3,003.4% |
| All | +5,512.5% | +35.7% | +5,476.8% | +4,217.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling