+217.2%
CP vs NTNX
+146.9%
+70.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.1% |
| 7D | -2.7% | -3.9% | +1.2% | -2.3% |
| 30D | -3.4% | +1.7% | -5.1% | -3.6% |
| 3M | -0.6% | +31.7% | -32.4% | -3.7% |
| 6M | +6.3% | +69.4% | -63.0% | -0.4% |
| YTD | +21.2% | +26.6% | -5.4% | +17.0% |
| 1Y | +20.0% | -15.2% | +35.2% | +21.0% |
| 3Y | +18.7% | +80.9% | -62.2% | +6.9% |
| 5Y | +34.8% | +53.3% | -18.6% | +20.5% |
| All | +217.2% | +146.9% | +70.3% | +145.7% |
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