+604.8%
CRS vs NTNX
+82.3%
+522.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -6.8% | -3.1% | -3.6% | -6.1% |
| 30D | -16.1% | +2.0% | -18.1% | -16.5% |
| 3M | -21.2% | +34.0% | -55.1% | -26.4% |
| 6M | +8.7% | +72.4% | -63.7% | -6.3% |
| YTD | +41.0% | +27.5% | +13.4% | +32.2% |
| 1Y | +82.7% | -18.7% | +101.4% | +98.5% |
| 3Y | +604.8% | +80.8% | +524.0% | +481.9% |
| All | +604.8% | +82.3% | +522.5% | +481.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling