+612.1%
CF vs NTNX
+148.8%
+463.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -0.2% | -3.1% | +2.9% | +0.2% |
| 30D | +11.5% | +2.0% | +9.5% | +11.0% |
| 3M | +25.5% | +34.0% | -8.4% | +20.1% |
| 6M | +11.8% | +72.4% | -60.6% | +2.5% |
| YTD | +74.6% | +27.5% | +47.0% | +66.6% |
| 1Y | +57.7% | -18.7% | +76.4% | +60.2% |
| 3Y | +74.2% | +80.8% | -6.5% | +51.6% |
| 5Y | +223.8% | +54.5% | +169.3% | +179.3% |
| All | +612.1% | +148.8% | +463.3% | +382.4% |
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