-47.5%
CCL vs NTNX
+146.9%
-194.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.3% |
| 7D | -4.3% | -3.9% | -0.4% | -3.1% |
| 30D | -19.0% | +1.7% | -20.7% | -19.5% |
| 3M | -13.1% | +31.7% | -44.8% | -20.3% |
| 6M | -13.3% | +69.4% | -82.6% | -27.6% |
| YTD | -25.2% | +26.6% | -51.8% | -32.1% |
| 1Y | -27.2% | -15.2% | -12.0% | -25.7% |
| 3Y | +49.2% | +80.9% | -31.7% | +16.0% |
| 5Y | +0.4% | +53.3% | -53.0% | -22.7% |
| All | -47.5% | +146.9% | -194.4% | -67.6% |
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