+129.7%
CNP vs NTNX
+148.8%
-19.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -1.4% | -3.1% | +1.7% | -1.2% |
| 30D | -2.9% | +2.0% | -4.9% | -3.1% |
| 3M | -7.5% | +34.0% | -41.5% | -9.7% |
| 6M | -7.9% | +72.4% | -80.3% | -12.0% |
| YTD | +3.7% | +27.5% | -23.8% | +1.2% |
| 1Y | +4.6% | -18.7% | +23.3% | +5.6% |
| 3Y | +49.1% | +80.8% | -31.6% | +37.5% |
| 5Y | +69.2% | +54.5% | +14.7% | +54.7% |
| All | +129.7% | +148.8% | -19.1% | +87.5% |
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