+281.2%
CDW vs NTNX
+148.8%
+132.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.8% | +7.1% | +7.7% |
| 7D | +0.9% | -3.1% | +4.1% | +1.5% |
| 30D | +13.1% | +2.0% | +11.1% | +12.7% |
| 3M | +19.7% | +34.0% | -14.3% | +13.4% |
| 6M | +30.7% | +72.4% | -41.7% | +18.1% |
| YTD | +14.7% | +27.5% | -12.8% | +9.0% |
| 1Y | -5.3% | -18.7% | +13.4% | -3.0% |
| 3Y | -23.8% | +80.8% | -104.6% | -34.2% |
| 5Y | -16.8% | +54.5% | -71.3% | -29.0% |
| All | +281.2% | +148.8% | +132.5% | +184.3% |
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