+115.3%
CMS vs NTNX
+148.8%
-33.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -0.8% |
| 7D | -1.9% | -3.1% | +1.2% | -1.8% |
| 30D | -4.1% | +2.0% | -6.1% | -4.2% |
| 3M | -7.1% | +34.0% | -41.0% | -7.8% |
| 6M | -10.1% | +72.4% | -82.4% | -11.4% |
| YTD | -1.7% | +27.5% | -29.2% | -2.5% |
| 1Y | -3.4% | -18.7% | +15.4% | -3.0% |
| 3Y | +31.6% | +80.8% | -49.2% | +27.5% |
| 5Y | +23.3% | +54.5% | -31.2% | +19.2% |
| All | +115.3% | +148.8% | -33.5% | +97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling