-60.8%
CLSK vs NTNX
+102.8%
-163.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.7% |
| 7D | +7.7% | -3.1% | +10.9% | +8.3% |
| 30D | +12.2% | +2.0% | +10.3% | +11.9% |
| 3M | -15.5% | +34.0% | -49.4% | -19.8% |
| 6M | +39.3% | +72.4% | -33.0% | +25.9% |
| YTD | +35.1% | +27.5% | +7.5% | +27.9% |
| 1Y | +34.0% | -18.7% | +52.8% | +36.3% |
| 3Y | +226.3% | +80.8% | +145.5% | +194.5% |
| 5Y | +6.4% | +54.5% | -48.1% | -10.6% |
| All | -60.8% | +102.8% | -163.7% | -70.4% |
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