+330.5%
COP vs NTNX
+148.8%
+181.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.1% |
| 7D | +2.3% | -3.1% | +5.4% | +2.8% |
| 30D | +8.6% | +2.0% | +6.6% | +8.2% |
| 3M | +19.9% | +34.0% | -14.1% | +14.6% |
| 6M | +19.0% | +72.4% | -53.4% | +9.0% |
| YTD | +50.0% | +27.5% | +22.4% | +43.0% |
| 1Y | +50.5% | -18.7% | +69.3% | +52.9% |
| 3Y | +25.2% | +80.8% | -55.5% | +9.3% |
| 5Y | +194.3% | +54.5% | +139.8% | +154.7% |
| All | +330.5% | +148.8% | +181.7% | +210.4% |
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 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