+51.5%
CART vs NTNX
+98.1%
-46.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | +1.0% | -1.6% | +2.6% | +1.3% |
| 30D | +12.6% | +11.6% | +1.0% | +10.5% |
| 3M | +23.1% | +23.8% | -0.7% | +18.8% |
| 6M | +39.5% | +68.8% | -29.3% | +28.0% |
| YTD | +13.5% | +31.7% | -18.1% | +7.4% |
| 1Y | +14.9% | -0.9% | +15.8% | +12.0% |
| All | +51.5% | +98.1% | -46.6% | +32.7% |
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