-29.6%
CLS vs NTNX
-9.1%
-20.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -1.5% | -7.5% | -8.9% |
| 7D | -21.1% | -12.3% | -8.8% | -20.0% |
| 30D | -38.2% | -13.2% | -25.0% | -37.3% |
| 3M | -36.3% | +3.6% | -39.9% | -35.9% |
| 6M | -43.8% | +45.7% | -89.5% | -43.2% |
| YTD | -20.0% | +23.2% | -43.3% | -15.4% |
| 1Y | -29.6% | -9.1% | -20.5% | -20.7% |
| All | -29.6% | -9.1% | -20.5% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling