+79.3%
CCEP vs NTNX
+82.3%
-3.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -2.8% | -3.1% | +0.3% | -2.8% |
| 30D | -4.0% | +2.0% | -6.0% | -4.0% |
| 3M | +5.2% | +34.0% | -28.8% | +5.0% |
| 6M | +2.7% | +72.4% | -69.7% | +2.1% |
| YTD | +14.5% | +27.5% | -13.0% | +14.5% |
| 1Y | +17.2% | -18.7% | +35.9% | +18.4% |
| 3Y | +79.3% | +80.8% | -1.4% | +71.4% |
| All | +79.3% | +82.3% | -3.0% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling