+88.8%
CHRW vs NTNX
+82.3%
+6.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.2% |
| 7D | +3.5% | -3.1% | +6.6% | +3.6% |
| 30D | +4.6% | +2.0% | +2.6% | +4.5% |
| 3M | -19.7% | +34.0% | -53.7% | -20.7% |
| 6M | -12.4% | +72.4% | -84.8% | -14.9% |
| YTD | -3.9% | +27.5% | -31.4% | -5.5% |
| 1Y | +18.4% | -18.7% | +37.1% | +18.6% |
| 3Y | +88.8% | +80.8% | +8.1% | +78.8% |
| All | +88.8% | +82.3% | +6.5% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling