-33.4%
CPRT vs NTNX
+82.3%
-115.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.7% |
| 7D | -11.2% | -3.1% | -8.0% | -10.8% |
| 30D | +3.3% | +2.0% | +1.3% | +3.0% |
| 3M | -3.6% | +34.0% | -37.5% | -7.5% |
| 6M | -15.8% | +72.4% | -88.1% | -22.4% |
| YTD | -23.5% | +27.5% | -51.0% | -26.8% |
| 1Y | -38.8% | -18.7% | -20.0% | -37.8% |
| 3Y | -33.4% | +80.8% | -114.2% | -47.4% |
| All | -33.4% | +82.3% | -115.7% | -47.4% |
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