+50.3%
CL vs NTNX
+152.6%
-102.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -5.5% | +3.8% | -9.3% | -5.6% |
| 3M | +0.8% | +31.9% | -31.1% | -0.2% |
| 6M | -4.2% | +68.5% | -72.7% | -6.1% |
| YTD | +13.4% | +29.5% | -16.1% | +12.1% |
| 1Y | +7.1% | -11.6% | +18.7% | +7.3% |
| 3Y | +29.0% | +85.1% | -56.1% | +23.7% |
| 5Y | +28.3% | +54.8% | -26.5% | +22.6% |
| All | +50.3% | +152.6% | -102.3% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling