+3,826.0%
CELH vs NTNX
+148.8%
+3,677.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.5% | +2.1% |
| 7D | -11.2% | -3.1% | -8.1% | -10.6% |
| 30D | -1.4% | +2.0% | -3.4% | -2.0% |
| 3M | -4.2% | +34.0% | -38.1% | -10.1% |
| 6M | -40.5% | +72.4% | -112.8% | -47.6% |
| YTD | -40.5% | +27.5% | -68.0% | -44.5% |
| 1Y | -53.0% | -18.7% | -34.3% | -51.8% |
| 3Y | -59.1% | +80.8% | -139.8% | -66.5% |
| 5Y | -10.7% | +54.5% | -65.2% | -28.2% |
| All | +3,826.0% | +148.8% | +3,677.2% | +2,723.8% |
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 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