+40.2%
CART vs NTNX
+90.5%
-50.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.7% |
| 7D | -8.7% | -3.9% | -4.8% | -8.1% |
| 30D | -4.4% | +1.7% | -6.1% | -4.7% |
| 3M | +14.6% | +31.7% | -17.1% | +9.7% |
| 6M | +24.4% | +69.4% | -45.0% | +14.2% |
| YTD | +5.0% | +26.6% | -21.5% | 0.0% |
| 1Y | +0.5% | -15.2% | +15.7% | +0.3% |
| All | +40.2% | +90.5% | -50.3% | +23.6% |
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