-16.0%
CLF vs NTNX
+80.9%
-97.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.7% |
| 7D | -3.7% | -3.9% | +0.2% | -2.9% |
| 30D | -4.7% | +1.7% | -6.4% | -5.1% |
| 3M | -4.7% | +31.7% | -36.4% | -10.4% |
| 6M | +24.0% | +69.4% | -45.3% | +9.4% |
| YTD | -10.9% | +26.6% | -37.5% | -16.4% |
| 1Y | +4.0% | -15.2% | +19.2% | +8.3% |
| All | -16.0% | +80.9% | -97.0% | -36.3% |
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 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