+452.2%
CSX vs NTNX
+148.8%
+303.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.3% |
| 7D | -0.9% | -3.1% | +2.2% | -0.5% |
| 30D | -2.0% | +2.0% | -4.0% | -2.3% |
| 3M | +3.6% | +34.0% | -30.3% | -0.3% |
| 6M | +22.0% | +72.4% | -50.3% | +12.9% |
| YTD | +36.3% | +27.5% | +8.7% | +30.7% |
| 1Y | +50.9% | -18.7% | +69.7% | +53.2% |
| 3Y | +69.2% | +80.8% | -11.6% | +49.5% |
| 5Y | +69.2% | +54.5% | +14.8% | +48.0% |
| All | +452.2% | +148.8% | +303.4% | +318.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling