+184.8%
COP vs NTNX
+54.0%
+130.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.2% |
| 7D | +2.3% | -3.1% | +5.4% | +2.5% |
| 30D | +8.6% | +2.0% | +6.6% | +8.4% |
| 3M | +19.9% | +34.0% | -14.1% | +17.6% |
| 6M | +19.0% | +72.4% | -53.4% | +14.6% |
| YTD | +50.0% | +27.5% | +22.4% | +46.9% |
| 1Y | +50.5% | -18.7% | +69.3% | +51.6% |
| 3Y | +25.2% | +80.8% | -55.5% | +20.8% |
| All | +184.8% | +54.0% | +130.8% | +190.9% |
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