+1,350.3%
CRS vs NTNX
+54.0%
+1,296.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -6.8% | -3.1% | -3.6% | -6.2% |
| 30D | -16.1% | +2.0% | -18.1% | -16.5% |
| 3M | -21.2% | +34.0% | -55.1% | -26.0% |
| 6M | +8.7% | +72.4% | -63.7% | -4.6% |
| YTD | +41.0% | +27.5% | +13.4% | +32.0% |
| 1Y | +82.7% | -18.7% | +101.4% | +90.1% |
| 3Y | +604.8% | +80.8% | +524.0% | +510.9% |
| All | +1,350.3% | +54.0% | +1,296.3% | +1,297.4% |
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 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