-0.8%
CRM vs NTNX
+54.0%
-54.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.6% |
| 7D | -4.4% | -3.1% | -1.3% | -3.2% |
| 30D | +28.1% | +2.0% | +26.2% | +27.7% |
| 3M | +48.8% | +34.0% | +14.9% | +34.1% |
| 6M | +28.3% | +72.4% | -44.1% | +5.6% |
| YTD | -6.0% | +27.5% | -33.5% | -14.4% |
| 1Y | +1.4% | -18.7% | +20.2% | +6.8% |
| 3Y | +11.8% | +80.8% | -68.9% | -10.7% |
| All | -0.8% | +54.0% | -54.8% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling