-9.6%
CME vs NTNX
+65.3%
-75.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | 0.0% |
| 7D | -2.4% | -3.9% | +1.5% | -2.1% |
| 30D | +6.2% | +1.7% | +4.5% | +5.9% |
| 3M | +4.4% | +31.7% | -27.4% | +1.8% |
| 6M | -9.6% | +69.4% | -79.0% | -16.7% |
| All | -9.6% | +65.3% | -75.0% | -16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling