+432.0%
COR vs NTNX
+146.9%
+285.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.6% |
| 7D | -4.8% | -3.9% | -0.9% | -4.6% |
| 30D | -3.7% | +1.7% | -5.4% | -3.8% |
| 3M | +14.3% | +31.7% | -17.4% | +12.2% |
| 6M | -8.5% | +69.4% | -77.8% | -11.8% |
| YTD | -4.4% | +26.6% | -31.0% | -6.3% |
| 1Y | +9.1% | -15.2% | +24.3% | +9.7% |
| 3Y | +85.2% | +80.9% | +4.3% | +72.8% |
| 5Y | +180.7% | +53.3% | +127.3% | +160.7% |
| All | +432.0% | +146.9% | +285.1% | +347.8% |
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 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