+460.0%
CMI vs NTNX
+148.8%
+311.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.1% |
| 7D | -0.7% | -3.1% | +2.4% | -0.4% |
| 30D | -12.4% | +2.0% | -14.4% | -12.6% |
| 3M | -14.8% | +34.0% | -48.7% | -17.8% |
| 6M | +0.8% | +72.4% | -71.6% | -6.4% |
| YTD | +10.2% | +27.5% | -17.3% | +6.0% |
| 1Y | +37.4% | -18.7% | +56.2% | +39.3% |
| 3Y | +153.3% | +80.8% | +72.5% | +128.9% |
| 5Y | +167.6% | +54.5% | +113.1% | +139.0% |
| All | +460.0% | +148.8% | +311.2% | +337.8% |
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