+359.3%
CPRT vs NTNX
+146.9%
+212.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.6% |
| 7D | -8.4% | -3.9% | -4.5% | -7.8% |
| 30D | +4.6% | +1.7% | +2.9% | +4.2% |
| 3M | -1.9% | +31.7% | -33.7% | -6.4% |
| 6M | -15.3% | +69.4% | -84.7% | -23.0% |
| YTD | -21.5% | +26.6% | -48.0% | -25.3% |
| 1Y | -36.6% | -15.2% | -21.4% | -35.9% |
| 3Y | -31.2% | +80.9% | -112.1% | -40.7% |
| 5Y | -14.1% | +53.3% | -67.4% | -26.9% |
| All | +359.3% | +146.9% | +212.4% | +236.7% |
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