+155.7%
CNH vs NTNX
+148.8%
+7.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -5.7% | -3.1% | -2.6% | -5.3% |
| 30D | +26.6% | +2.0% | +24.6% | +26.1% |
| 3M | +31.1% | +34.0% | -2.9% | +25.5% |
| 6M | +24.9% | +72.4% | -47.5% | +14.3% |
| YTD | +48.7% | +27.5% | +21.2% | +41.8% |
| 1Y | +22.2% | -18.7% | +40.9% | +24.2% |
| 3Y | +7.4% | +80.8% | -73.3% | -6.3% |
| 5Y | +10.8% | +54.5% | -43.7% | -4.7% |
| All | +155.7% | +148.8% | +7.0% | +90.3% |
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