-11.1%
CHRW vs NTNX
-9.1%
-2.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.3% |
| 7D | +4.9% | -12.3% | +17.2% | +5.3% |
| 30D | -4.8% | -13.2% | +8.4% | -4.4% |
| 3M | -13.1% | +3.6% | -16.7% | -13.2% |
| 6M | -16.3% | +45.7% | -62.0% | -17.7% |
| YTD | -15.8% | +23.2% | -39.0% | -17.9% |
| 1Y | -11.1% | -9.1% | -2.0% | -13.2% |
| All | -11.1% | -9.1% | -2.0% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling