-46.9%
CCL vs NTNX
+148.8%
-195.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.0% |
| 7D | -3.2% | -3.1% | -0.1% | -2.3% |
| 30D | -17.8% | +2.0% | -19.7% | -18.4% |
| 3M | -18.7% | +34.0% | -52.6% | -25.8% |
| 6M | -11.4% | +72.4% | -83.8% | -26.4% |
| YTD | -24.3% | +27.5% | -51.8% | -31.4% |
| 1Y | -28.8% | -18.7% | -10.1% | -26.4% |
| 3Y | +49.3% | +80.8% | -31.4% | +16.2% |
| 5Y | +1.6% | +54.5% | -52.9% | -21.9% |
| All | -46.9% | +148.8% | -195.6% | -67.2% |
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 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