+391.2%
CBOE vs NTNX
+148.8%
+242.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -5.8% | -3.1% | -2.7% | -5.6% |
| 30D | -3.1% | +2.0% | -5.1% | -3.3% |
| 3M | -4.8% | +34.0% | -38.7% | -6.3% |
| 6M | -0.6% | +72.4% | -72.9% | -3.8% |
| YTD | +12.8% | +27.5% | -14.7% | +10.8% |
| 1Y | +19.8% | -18.7% | +38.5% | +20.5% |
| 3Y | +86.9% | +80.8% | +6.2% | +75.5% |
| 5Y | +136.5% | +54.5% | +82.0% | +119.6% |
| All | +391.2% | +148.8% | +242.4% | +323.1% |
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