+27.5%
CL vs NTNX
+80.9%
-53.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | -0.2% |
| 7D | -2.4% | -3.9% | +1.5% | -2.5% |
| 30D | -4.8% | +1.7% | -6.5% | -4.7% |
| 3M | -1.7% | +31.7% | -33.5% | -1.1% |
| 6M | -3.8% | +69.4% | -73.2% | -2.5% |
| YTD | +13.3% | +26.6% | -13.3% | +14.2% |
| 1Y | +8.3% | -15.2% | +23.5% | +8.3% |
| All | +27.5% | +80.9% | -53.4% | +29.4% |
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