+253.5%
CDW vs NTNX
+146.9%
+106.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.6% |
| 7D | -7.4% | -3.9% | -3.4% | -6.7% |
| 30D | +5.8% | +1.7% | +4.1% | +5.5% |
| 3M | +10.8% | +31.7% | -20.9% | +5.3% |
| 6M | +21.5% | +69.4% | -47.9% | +10.1% |
| YTD | +6.4% | +26.6% | -20.2% | +1.2% |
| 1Y | -14.8% | -15.2% | +0.4% | -13.5% |
| 3Y | -29.9% | +80.9% | -110.8% | -39.4% |
| 5Y | -22.9% | +53.3% | -76.2% | -34.0% |
| All | +253.5% | +146.9% | +106.6% | +164.0% |
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