+172.6%
CHRW vs NTNX
+148.8%
+23.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.2% |
| 7D | +3.5% | -3.1% | +6.6% | +3.7% |
| 30D | +4.6% | +2.0% | +2.6% | +4.4% |
| 3M | -19.7% | +34.0% | -53.7% | -21.8% |
| 6M | -12.4% | +72.4% | -84.8% | -16.8% |
| YTD | -3.9% | +27.5% | -31.4% | -6.5% |
| 1Y | +18.4% | -18.7% | +37.1% | +19.5% |
| 3Y | +88.8% | +80.8% | +8.1% | +74.4% |
| 5Y | +93.5% | +54.5% | +39.1% | +76.8% |
| All | +172.6% | +148.8% | +23.8% | +131.7% |
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