+604.3%
CEG vs NTNX
+130.6%
+473.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -4.8% | -3.1% | -1.6% | -4.2% |
| 30D | +2.3% | +2.0% | +0.4% | +1.9% |
| 3M | +15.6% | +34.0% | -18.4% | +9.8% |
| 6M | -5.0% | +72.4% | -77.4% | -14.7% |
| YTD | -19.0% | +27.5% | -46.6% | -23.2% |
| 1Y | -10.0% | -18.7% | +8.8% | -7.0% |
| 3Y | +163.9% | +80.8% | +83.2% | +141.4% |
| All | +604.3% | +130.6% | +473.7% | +513.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling