+117.7%
CLF vs NTNX
+148.8%
-31.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.8% |
| 7D | -3.5% | -3.1% | -0.4% | -2.8% |
| 30D | -1.6% | +2.0% | -3.5% | -2.1% |
| 3M | -12.0% | +34.0% | -46.0% | -18.4% |
| 6M | +30.0% | +72.4% | -42.4% | +12.7% |
| YTD | -9.2% | +27.5% | -36.7% | -16.0% |
| 1Y | +2.3% | -18.7% | +21.0% | +4.8% |
| 3Y | -14.4% | +80.8% | -95.2% | -30.2% |
| 5Y | -48.3% | +54.5% | -102.8% | -58.5% |
| All | +117.7% | +148.8% | -31.0% | +37.3% |
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