+5,397.9%
ANET vs CVS
+70.2%
+5,327.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -1.3% | -2.0% | +0.7% | -0.9% |
| 30D | -4.5% | +1.9% | -6.4% | -4.9% |
| 3M | +24.5% | -2.2% | +26.7% | +24.8% |
| 6M | +35.4% | +26.7% | +8.6% | +27.1% |
| YTD | +44.2% | +22.9% | +21.4% | +35.7% |
| 1Y | +25.4% | +32.9% | -7.5% | +15.5% |
| 3Y | +284.8% | +62.3% | +222.5% | +225.1% |
| 5Y | +761.7% | +34.2% | +727.4% | +671.2% |
| 10Y | +3,691.2% | +41.8% | +3,649.4% | +3,041.7% |
| All | +5,397.9% | +70.2% | +5,327.7% | +3,777.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling