+3,847.4%
ANET vs CVS
+41.0%
+3,806.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +5.7% |
| 7D | +3.0% | -2.2% | +5.1% | +3.4% |
| 30D | -5.2% | -0.1% | -5.1% | -5.3% |
| 3M | +27.6% | -5.2% | +32.8% | +28.6% |
| 6M | +44.4% | +26.9% | +17.5% | +36.1% |
| YTD | +52.3% | +22.1% | +30.3% | +44.2% |
| 1Y | +30.4% | +30.8% | -0.4% | +21.3% |
| 3Y | +313.3% | +54.4% | +258.9% | +259.3% |
| 5Y | +810.0% | +33.4% | +776.7% | +725.5% |
| All | +3,847.4% | +41.0% | +3,806.4% | +3,128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 10y: compounded portfolio wealth divided by compounded CVS 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…
10y analysis · Full analysis span regression · 6 months rolling