+1,163.5%
CRS vs NTNX
+148.8%
+1,014.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.6% |
| 3M | -21.2% | +34.0% | -55.1% | -26.5% |
| 6M | +8.7% | +72.4% | -63.7% | -5.5% |
| YTD | +41.0% | +27.5% | +13.4% | +30.6% |
| 1Y | +82.7% | -18.7% | +101.4% | +87.2% |
| 3Y | +604.8% | +80.8% | +524.0% | +488.9% |
| 5Y | +1,384.7% | +54.5% | +1,330.2% | +1,127.1% |
| All | +1,163.5% | +148.8% | +1,014.8% | +742.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling