+43.1%
COF vs NTNX
+54.0%
-10.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -5.1% | -3.1% | -2.0% | -4.5% |
| 30D | -6.0% | +2.0% | -8.0% | -6.5% |
| 3M | +14.8% | +34.0% | -19.1% | +8.1% |
| 6M | +15.3% | +72.4% | -57.0% | +2.3% |
| YTD | -13.0% | +27.5% | -40.6% | -18.2% |
| 1Y | -5.7% | -18.7% | +13.0% | -3.1% |
| 3Y | +118.1% | +80.8% | +37.4% | +85.7% |
| All | +43.1% | +54.0% | -10.9% | +25.2% |
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