-74.2%
CAPR vs NTNX
+148.8%
-222.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.6% |
| 7D | -11.0% | -3.1% | -7.8% | -10.2% |
| 30D | +99.8% | +2.0% | +97.8% | +97.8% |
| 3M | -66.6% | +34.0% | -100.5% | -69.9% |
| 6M | -75.1% | +72.4% | -147.5% | -79.3% |
| YTD | -71.0% | +27.5% | -98.5% | -74.0% |
| 1Y | +30.0% | -18.7% | +48.7% | +29.5% |
| 3Y | +29.0% | +80.8% | -51.8% | -3.4% |
| 5Y | +70.8% | +54.5% | +16.3% | +25.7% |
| All | -74.2% | +148.8% | -222.9% | -85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling