+243.7%
CRH vs NTNX
+148.8%
+95.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +0.9% |
| 7D | -6.1% | -3.1% | -2.9% | -5.6% |
| 30D | -9.3% | +2.0% | -11.2% | -9.6% |
| 3M | -15.2% | +34.0% | -49.1% | -18.7% |
| 6M | -14.2% | +72.4% | -86.6% | -21.3% |
| YTD | -28.3% | +27.5% | -55.8% | -31.4% |
| 1Y | -21.8% | -18.7% | -3.0% | -20.5% |
| 3Y | +71.6% | +80.8% | -9.1% | +52.9% |
| 5Y | +96.6% | +54.5% | +42.1% | +73.1% |
| All | +243.7% | +148.8% | +95.0% | +161.8% |
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