+607.3%
CEG vs NTNX
+128.8%
+478.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.3% |
| 7D | +0.3% | -3.9% | +4.2% | +1.0% |
| 30D | +2.9% | +1.7% | +1.2% | +2.5% |
| 3M | +18.2% | +31.7% | -13.5% | +12.6% |
| 6M | -9.5% | +69.4% | -78.9% | -18.5% |
| YTD | -18.7% | +26.6% | -45.3% | -22.8% |
| 1Y | -10.1% | -15.2% | +5.1% | -8.1% |
| 3Y | +168.3% | +80.9% | +87.4% | +145.5% |
| All | +607.3% | +128.8% | +478.5% | +517.2% |
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