+1,338.0%
CLS vs NTNX
+82.3%
+1,255.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.8% | +5.8% | +6.2% |
| 7D | +10.9% | -3.1% | +14.1% | +12.5% |
| 30D | +2.1% | +2.0% | +0.1% | +1.2% |
| 3M | -10.2% | +34.0% | -44.1% | -21.4% |
| 6M | +30.4% | +72.4% | -42.0% | -0.5% |
| YTD | +17.2% | +27.5% | -10.3% | +3.4% |
| 1Y | +41.0% | -18.7% | +59.8% | +60.1% |
| 3Y | +1,338.0% | +80.8% | +1,257.2% | +845.9% |
| All | +1,338.0% | +82.3% | +1,255.7% | +845.9% |
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