+285.3%
CME vs NTNX
+146.9%
+138.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | -0.1% |
| 7D | -2.4% | -3.9% | +1.5% | -2.1% |
| 30D | +6.2% | +1.7% | +4.5% | +6.0% |
| 3M | +4.4% | +31.7% | -27.4% | +2.4% |
| 6M | -9.6% | +69.4% | -79.0% | -13.1% |
| YTD | +3.8% | +26.6% | -22.8% | +1.6% |
| 1Y | +9.5% | -15.2% | +24.7% | +10.0% |
| 3Y | +51.9% | +80.9% | -29.0% | +41.4% |
| 5Y | +78.7% | +53.3% | +25.4% | +64.8% |
| All | +285.3% | +146.9% | +138.4% | +224.6% |
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 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