+218.2%
CB vs NTNX
+152.6%
+65.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -0.5% | +0.1% | -0.7% | -0.5% |
| 30D | -3.1% | +3.8% | -6.9% | -3.4% |
| 3M | +4.2% | +31.9% | -27.8% | +1.8% |
| 6M | +4.7% | +68.5% | -63.8% | +0.1% |
| YTD | +8.8% | +29.5% | -20.7% | +6.0% |
| 1Y | +22.6% | -11.6% | +34.3% | +22.9% |
| 3Y | +70.6% | +85.1% | -14.5% | +57.5% |
| 5Y | +99.4% | +54.8% | +44.6% | +82.9% |
| All | +218.2% | +152.6% | +65.6% | +164.2% |
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