-27.8%
COIN vs NTNX
+54.0%
-81.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.3% |
| 7D | -5.1% | -3.1% | -1.9% | -3.3% |
| 30D | +17.6% | +2.0% | +15.6% | +16.6% |
| 3M | +9.2% | +34.0% | -24.7% | -7.7% |
| 6M | -11.8% | +72.4% | -84.2% | -37.0% |
| YTD | -22.5% | +27.5% | -50.0% | -34.5% |
| 1Y | -45.9% | -18.7% | -27.2% | -41.1% |
| 3Y | +117.4% | +80.8% | +36.6% | +36.6% |
| All | -27.8% | +54.0% | -81.8% | -56.8% |
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 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