+195.0%
COHR vs NTNX
-15.3%
+210.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.3% |
| 7D | +8.3% | -3.1% | +11.5% | +7.8% |
| 30D | -14.1% | +2.0% | -16.1% | -13.7% |
| 3M | -16.0% | +34.0% | -50.0% | -12.1% |
| 6M | +21.5% | +72.4% | -50.9% | +28.8% |
| YTD | +65.4% | +27.5% | +37.9% | +76.7% |
| 1Y | +195.0% | -18.7% | +213.8% | +239.6% |
| All | +195.0% | -15.3% | +210.3% | +239.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling