-44.1%
CHTR vs NTNX
-16.9%
-27.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -8.1% | +12.8% | +5.1% |
| 7D | +15.5% | -17.2% | +32.7% | +16.8% |
| 30D | +15.9% | -20.2% | +36.1% | +17.6% |
| 3M | -17.8% | -4.0% | -13.9% | -18.6% |
| 6M | -20.5% | +34.8% | -55.3% | -24.1% |
| YTD | -39.7% | +13.3% | -53.0% | -42.4% |
| 1Y | -44.1% | -16.0% | -28.1% | -46.9% |
| All | -44.1% | -16.9% | -27.2% | -46.9% |
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