+218.6%
CP vs NTNX
+148.8%
+69.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.4% |
| 7D | -2.6% | -3.1% | +0.6% | -2.2% |
| 30D | -3.7% | +2.0% | -5.7% | -4.0% |
| 3M | +0.1% | +34.0% | -33.8% | -3.2% |
| 6M | +7.8% | +72.4% | -64.5% | +0.8% |
| YTD | +21.7% | +27.5% | -5.8% | +17.4% |
| 1Y | +18.6% | -18.7% | +37.4% | +20.2% |
| 3Y | +17.5% | +80.8% | -63.2% | +5.9% |
| 5Y | +35.4% | +54.5% | -19.1% | +21.0% |
| All | +218.6% | +148.8% | +69.8% | +146.6% |
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