+49.3%
CCL vs NTNX
+82.3%
-33.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.0% |
| 7D | -3.2% | -3.1% | -0.1% | -2.4% |
| 30D | -17.8% | +2.0% | -19.7% | -18.3% |
| 3M | -18.7% | +34.0% | -52.6% | -24.9% |
| 6M | -11.4% | +72.4% | -83.8% | -25.1% |
| YTD | -24.3% | +27.5% | -51.8% | -29.8% |
| 1Y | -28.8% | -18.7% | -10.1% | -23.5% |
| 3Y | +49.3% | +80.8% | -31.4% | +14.4% |
| All | +49.3% | +82.3% | -33.0% | +14.4% |
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