+11.8%
CRM vs ANET
+302.4%
-290.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.6% | -3.7% | +1.1% |
| 7D | -4.4% | +3.0% | -7.4% | -4.9% |
| 30D | +28.1% | -5.2% | +33.3% | +29.0% |
| 3M | +48.8% | +27.6% | +21.2% | +40.7% |
| 6M | +28.3% | +44.4% | -16.1% | +17.4% |
| YTD | -6.0% | +52.3% | -58.3% | -15.6% |
| 1Y | +1.4% | +30.4% | -29.0% | -6.1% |
| 3Y | +11.8% | +313.3% | -301.4% | -28.6% |
| All | +11.8% | +302.4% | -290.6% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ANET.
Daily Out/Under-Performance
Portfolio return minus ANET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ANET 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 ANET 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