+402.2%
CBRE vs NTNX
+148.8%
+253.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.1% | +1.7% |
| 7D | -5.0% | -3.1% | -1.8% | -4.4% |
| 30D | -4.7% | +2.0% | -6.6% | -5.1% |
| 3M | +6.5% | +34.0% | -27.4% | +1.2% |
| 6M | +6.1% | +72.4% | -66.3% | -4.1% |
| YTD | -12.6% | +27.5% | -40.1% | -17.1% |
| 1Y | -15.3% | -18.7% | +3.4% | -13.7% |
| 3Y | +64.6% | +80.8% | -16.1% | +42.6% |
| 5Y | +45.0% | +54.5% | -9.5% | +24.1% |
| All | +402.2% | +148.8% | +253.4% | +270.8% |
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