+1.4%
CRM vs NTNX
-15.3%
+16.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.5% |
| 7D | -4.4% | -3.1% | -1.3% | -2.6% |
| 30D | +28.1% | +2.0% | +26.2% | +27.4% |
| 3M | +48.8% | +34.0% | +14.9% | +29.0% |
| 6M | +28.3% | +72.4% | -44.1% | -0.1% |
| YTD | -6.0% | +27.5% | -33.5% | -20.2% |
| 1Y | +1.4% | -18.7% | +20.2% | -7.3% |
| All | +1.4% | -15.3% | +16.8% | -7.3% |
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