+121.9%
CLF vs NTNX
+154.7%
-32.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.5% |
| 7D | +6.5% | +1.2% | +5.3% | +6.2% |
| 30D | +0.2% | +7.7% | -7.4% | -1.6% |
| 3M | -3.1% | +30.2% | -33.2% | -9.4% |
| 6M | +25.0% | +69.4% | -44.4% | +8.9% |
| YTD | -7.5% | +30.6% | -38.0% | -14.9% |
| 1Y | +11.5% | -10.0% | +21.5% | +11.5% |
| 3Y | -13.7% | +86.6% | -100.3% | -30.2% |
| 5Y | -47.0% | +57.1% | -104.1% | -57.6% |
| All | +121.9% | +154.7% | -32.8% | +39.1% |
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