+245.2%
COF vs NTNX
+148.8%
+96.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -5.1% | -3.1% | -2.0% | -4.6% |
| 30D | -6.0% | +2.0% | -8.0% | -6.4% |
| 3M | +14.8% | +34.0% | -19.1% | +8.5% |
| 6M | +15.3% | +72.4% | -57.0% | +3.1% |
| YTD | -13.0% | +27.5% | -40.6% | -18.0% |
| 1Y | -5.7% | -18.7% | +13.0% | -3.7% |
| 3Y | +118.1% | +80.8% | +37.4% | +87.2% |
| 5Y | +46.2% | +54.5% | -8.3% | +23.6% |
| All | +245.2% | +148.8% | +96.4% | +147.4% |
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