+226.3%
CLSK vs NTNX
+82.3%
+144.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.5% |
| 7D | +7.7% | -3.1% | +10.9% | +8.9% |
| 30D | +12.2% | +2.0% | +10.3% | +11.5% |
| 3M | -15.5% | +34.0% | -49.4% | -24.1% |
| 6M | +39.3% | +72.4% | -33.0% | +11.9% |
| YTD | +35.1% | +27.5% | +7.5% | +20.9% |
| 1Y | +34.0% | -18.7% | +52.8% | +45.4% |
| 3Y | +226.3% | +80.8% | +145.5% | +121.6% |
| All | +226.3% | +82.3% | +144.0% | +121.6% |
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