+421.5%
CARR vs NTNX
+420.3%
+1.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.3% |
| 7D | -3.8% | -3.1% | -0.6% | -3.4% |
| 30D | -8.9% | +2.0% | -10.9% | -9.2% |
| 3M | -17.3% | +34.0% | -51.3% | -20.6% |
| 6M | -1.4% | +72.4% | -73.8% | -9.3% |
| YTD | +10.0% | +27.5% | -17.5% | +5.4% |
| 1Y | -6.4% | -18.7% | +12.4% | -4.1% |
| 3Y | +1.5% | +80.8% | -79.2% | -10.4% |
| 5Y | +9.3% | +54.5% | -45.2% | -6.2% |
| All | +421.5% | +420.3% | +1.2% | +390.2% |
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