-41.6%
CHWY vs NTNX
+143.2%
-184.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.2% |
| 7D | -13.6% | -3.1% | -10.5% | -12.9% |
| 30D | -8.5% | +2.0% | -10.5% | -9.1% |
| 3M | +8.9% | +34.0% | -25.1% | +1.0% |
| 6M | -20.5% | +72.4% | -92.9% | -31.4% |
| YTD | -38.2% | +27.5% | -65.7% | -42.7% |
| 1Y | -43.3% | -18.7% | -24.5% | -41.6% |
| 3Y | -8.5% | +80.8% | -89.3% | -27.6% |
| 5Y | -72.7% | +54.5% | -127.2% | -79.1% |
| All | -41.6% | +143.2% | -184.8% | -65.7% |
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