+329.5%
COP vs NTNX
+146.9%
+182.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.6% | +0.7% |
| 7D | +1.0% | -3.9% | +4.9% | +1.5% |
| 30D | +9.6% | +1.7% | +7.8% | +9.1% |
| 3M | +15.0% | +31.7% | -16.7% | +10.2% |
| 6M | +21.8% | +69.4% | -47.6% | +11.8% |
| YTD | +49.6% | +26.6% | +23.1% | +42.9% |
| 1Y | +49.9% | -15.2% | +65.1% | +51.2% |
| 3Y | +22.6% | +80.9% | -58.3% | +7.0% |
| 5Y | +193.6% | +53.3% | +140.3% | +154.4% |
| All | +329.5% | +146.9% | +182.6% | +210.0% |
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