+219.7%
CB vs NTNX
+148.8%
+71.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -0.7% | -3.1% | +2.5% | -0.4% |
| 30D | -1.2% | +2.0% | -3.1% | -1.4% |
| 3M | +3.8% | +34.0% | -30.2% | +1.3% |
| 6M | +5.8% | +72.4% | -66.6% | +0.9% |
| YTD | +9.4% | +27.5% | -18.2% | +6.7% |
| 1Y | +20.7% | -18.7% | +39.4% | +21.7% |
| 3Y | +70.1% | +80.8% | -10.7% | +57.3% |
| 5Y | +101.4% | +54.5% | +46.9% | +84.6% |
| All | +219.7% | +148.8% | +71.0% | +165.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling