+618.8%
CF vs NTNX
+154.7%
+464.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +0.9% |
| 7D | -0.9% | +1.2% | -2.1% | -1.1% |
| 30D | +18.1% | +7.7% | +10.4% | +16.8% |
| 3M | +23.4% | +30.2% | -6.8% | +18.5% |
| 6M | +17.1% | +69.4% | -52.3% | +7.7% |
| YTD | +76.2% | +30.6% | +45.7% | +67.6% |
| 1Y | +62.3% | -10.0% | +72.2% | +62.3% |
| 3Y | +71.8% | +86.6% | -14.8% | +48.8% |
| 5Y | +234.6% | +57.1% | +177.5% | +188.0% |
| All | +618.8% | +154.7% | +464.2% | +385.4% |
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 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