+394.8%
CNQ vs NTNX
+148.8%
+246.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.7% |
| 7D | +0.1% | -3.1% | +3.3% | +0.6% |
| 30D | +6.2% | +2.0% | +4.2% | +5.8% |
| 3M | +12.4% | +34.0% | -21.6% | +7.0% |
| 6M | +9.0% | +72.4% | -63.4% | -0.9% |
| YTD | +52.2% | +27.5% | +24.7% | +44.5% |
| 1Y | +65.0% | -18.7% | +83.8% | +67.9% |
| 3Y | +78.8% | +80.8% | -1.9% | +53.5% |
| 5Y | +286.0% | +54.5% | +231.5% | +227.7% |
| All | +394.8% | +148.8% | +246.1% | +251.8% |
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 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