+25.5%
CMS vs NTNX
+52.9%
-27.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.7% |
| 7D | -1.3% | -3.9% | +2.6% | -1.4% |
| 30D | -2.8% | +1.7% | -4.5% | -2.8% |
| 3M | -7.1% | +31.7% | -38.9% | -6.9% |
| 6M | -10.0% | +69.4% | -79.4% | -9.7% |
| YTD | -0.9% | +26.6% | -27.5% | -0.6% |
| 1Y | -2.0% | -15.2% | +13.2% | -1.8% |
| 3Y | +33.0% | +80.9% | -47.9% | +31.7% |
| All | +25.5% | +52.9% | -27.4% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling