+6.1%
CART vs NTNX
-15.3%
+21.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.0% |
| 7D | -4.6% | -3.1% | -1.4% | -3.9% |
| 30D | +0.6% | +2.0% | -1.4% | 0.0% |
| 3M | +16.3% | +34.0% | -17.7% | +9.1% |
| 6M | +32.1% | +72.4% | -40.3% | +17.5% |
| YTD | +8.3% | +27.5% | -19.2% | -0.7% |
| 1Y | +6.1% | -18.7% | +24.8% | +0.4% |
| All | +6.1% | -15.3% | +21.4% | +0.4% |
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