+487.2%
CSX vs NTNX
+127.8%
+359.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +6.0% | +3.4% | +2.5% | +5.5% |
| 30D | +7.8% | -13.6% | +21.4% | +9.7% |
| 3M | +4.1% | -11.1% | +15.2% | +5.4% |
| 6M | +17.9% | +35.7% | -17.8% | +12.8% |
| YTD | +44.9% | +16.8% | +28.1% | +40.4% |
| 1Y | +51.1% | -9.1% | +60.3% | +50.9% |
| 3Y | +78.3% | +55.8% | +22.5% | +60.7% |
| 5Y | +58.1% | +73.4% | -15.3% | +35.6% |
| 10Y | +417.9% | +113.6% | +304.3% | +291.8% |
| All | +487.2% | +127.8% | +359.3% | +349.3% |
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 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