-11.2%
CRM vs NTNX
-16.9%
+5.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.1% | +6.0% | +2.5% |
| 7D | -3.7% | -17.2% | +13.5% | +7.0% |
| 30D | -1.1% | -20.2% | +19.1% | +12.0% |
| 3M | +15.5% | -4.0% | +19.4% | +18.0% |
| 6M | +19.5% | +34.8% | -15.4% | +3.5% |
| YTD | -15.5% | +13.3% | -28.7% | -24.6% |
| 1Y | -11.2% | -16.0% | +4.8% | -16.4% |
| All | -11.2% | -16.9% | +5.6% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling