+1,044.1%
CAT vs NTNX
+152.6%
+891.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | -2.6% | +3.8% | -6.5% | -3.1% |
| 3M | -10.7% | +31.9% | -42.6% | -14.0% |
| 6M | +16.1% | +68.5% | -52.3% | +7.6% |
| YTD | +43.2% | +29.5% | +13.7% | +37.0% |
| 1Y | +96.8% | -11.6% | +108.5% | +97.5% |
| 3Y | +201.4% | +85.1% | +116.2% | +167.7% |
| 5Y | +332.7% | +54.8% | +277.9% | +282.1% |
| All | +1,044.1% | +152.6% | +891.5% | +775.6% |
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 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