+1,147.7%
ANET vs CTVA
+208.7%
+939.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +5.8% |
| 7D | +3.0% | -4.5% | +7.5% | +4.4% |
| 30D | -5.2% | +11.3% | -16.5% | -8.5% |
| 3M | +27.6% | +12.3% | +15.3% | +21.3% |
| 6M | +44.4% | +7.2% | +37.2% | +39.2% |
| YTD | +52.3% | +26.0% | +26.3% | +38.7% |
| 1Y | +30.4% | +16.0% | +14.4% | +21.2% |
| 3Y | +313.3% | +73.9% | +239.3% | +225.5% |
| 5Y | +810.0% | +103.8% | +706.2% | +561.5% |
| All | +1,147.7% | +208.7% | +939.0% | +598.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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