+48.2%
CL vs NTNX
+148.8%
-100.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.0% | -1.3% |
| 7D | -2.2% | -3.1% | +0.9% | -2.1% |
| 30D | -6.0% | +2.0% | -7.9% | -6.1% |
| 3M | -2.3% | +34.0% | -36.3% | -3.4% |
| 6M | -2.0% | +72.4% | -74.4% | -4.0% |
| YTD | +11.8% | +27.5% | -15.7% | +10.6% |
| 1Y | +5.8% | -18.7% | +24.6% | +6.4% |
| 3Y | +25.9% | +80.8% | -54.8% | +20.9% |
| 5Y | +26.9% | +54.5% | -27.6% | +21.2% |
| All | +48.2% | +148.8% | -100.5% | +32.7% |
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