+421.5%
CORZ vs NTNX
+16.3%
+405.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.0% |
| 7D | +0.3% | -3.1% | +3.4% | +1.5% |
| 30D | -14.0% | +2.0% | -16.0% | -14.9% |
| 3M | -34.1% | +34.0% | -68.0% | -42.1% |
| 6M | +8.5% | +72.4% | -63.9% | -17.0% |
| YTD | +23.2% | +27.5% | -4.3% | +8.1% |
| 1Y | +15.4% | -18.7% | +34.1% | +28.3% |
| All | +421.5% | +16.3% | +405.2% | +378.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling