+296.5%
CAH vs NTNX
+148.8%
+147.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -5.1% | -3.1% | -2.0% | -4.8% |
| 30D | +0.2% | +2.0% | -1.8% | -0.1% |
| 3M | +6.3% | +34.0% | -27.7% | +3.5% |
| 6M | +9.4% | +72.4% | -63.0% | +3.8% |
| YTD | +15.0% | +27.5% | -12.6% | +11.8% |
| 1Y | +55.4% | -18.7% | +74.2% | +57.2% |
| 3Y | +173.8% | +80.8% | +93.1% | +151.8% |
| 5Y | +395.2% | +54.5% | +340.7% | +351.8% |
| All | +296.5% | +148.8% | +147.8% | +223.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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