+202.7%
CAT vs NTNX
+82.3%
+120.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | +0.6% | -3.1% | +3.7% | +0.8% |
| 30D | -4.3% | +2.0% | -6.3% | -4.5% |
| 3M | -8.6% | +34.0% | -42.6% | -10.9% |
| 6M | +16.1% | +72.4% | -56.3% | +9.4% |
| YTD | +43.8% | +27.5% | +16.2% | +40.9% |
| 1Y | +91.5% | -18.7% | +110.2% | +101.7% |
| 3Y | +202.7% | +80.8% | +122.0% | +164.6% |
| All | +202.7% | +82.3% | +120.4% | +164.6% |
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 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