+118.5%
CMS vs NTNX
+152.6%
-34.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | +0.2% | +0.1% | 0.0% | +0.2% |
| 30D | -1.3% | +3.8% | -5.1% | -1.4% |
| 3M | -5.4% | +31.9% | -37.3% | -6.1% |
| 6M | -10.3% | +68.5% | -78.8% | -11.6% |
| YTD | -0.2% | +29.5% | -29.7% | -1.0% |
| 1Y | -0.9% | -11.6% | +10.8% | -0.7% |
| 3Y | +34.0% | +85.1% | -51.2% | +29.8% |
| 5Y | +23.6% | +54.8% | -31.3% | +19.5% |
| All | +118.5% | +152.6% | -34.1% | +100.9% |
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 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