+38.4%
CART vs NTNX
+94.9%
-56.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.7% |
| 7D | -9.5% | +0.1% | -9.6% | -9.5% |
| 30D | -7.8% | +3.8% | -11.6% | -8.4% |
| 3M | +10.4% | +31.9% | -21.5% | +5.6% |
| 6M | +20.1% | +68.5% | -48.4% | +10.3% |
| YTD | +3.7% | +29.5% | -25.8% | -1.7% |
| 1Y | +2.6% | -11.6% | +14.2% | +1.7% |
| All | +38.4% | +94.9% | -56.5% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling