+27.6%
CAVA vs NTNX
+124.5%
-96.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.3% |
| 7D | -8.0% | -3.1% | -4.9% | -7.3% |
| 30D | -19.6% | +2.0% | -21.5% | -19.9% |
| 3M | -36.7% | +34.0% | -70.6% | -40.9% |
| 6M | -30.6% | +72.4% | -103.0% | -40.2% |
| YTD | -4.8% | +27.5% | -32.3% | -11.5% |
| 1Y | -13.1% | -18.7% | +5.6% | -8.6% |
| 3Y | +48.8% | +80.8% | -32.0% | +23.6% |
| All | +27.6% | +124.5% | -96.9% | +8.1% |
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