+11.8%
CARR vs NTNX
+61.9%
-50.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.7% |
| 7D | -4.1% | -0.5% | -3.6% | -4.0% |
| 30D | -8.8% | +1.6% | -10.4% | -9.0% |
| 3M | -17.8% | +37.3% | -55.1% | -21.6% |
| 6M | +3.6% | +72.3% | -68.7% | -5.4% |
| YTD | +9.6% | +31.0% | -21.3% | +4.4% |
| 1Y | -5.7% | -14.6% | +8.8% | -3.3% |
| 3Y | +8.9% | +89.6% | -80.7% | -7.1% |
| 5Y | +11.8% | +62.2% | -50.5% | -1.0% |
| All | +11.8% | +61.9% | -50.1% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling