+47.2%
CAPR vs NTNX
-9.1%
+56.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.5% | +9.8% | +8.2% |
| 7D | +43.2% | -12.3% | +55.5% | +42.4% |
| 30D | +14.7% | -13.2% | +27.9% | +14.1% |
| 3M | +113.9% | +3.6% | +110.3% | +112.9% |
| 6M | -73.4% | +45.7% | -119.0% | -75.7% |
| YTD | -69.1% | +23.2% | -92.3% | -63.8% |
| 1Y | +47.2% | -9.1% | +56.3% | +254.4% |
| All | +47.2% | -9.1% | +56.3% | +254.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling