+452.8%
CSX vs NTNX
+154.7%
+298.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +0.6% | +1.2% | -0.6% | +0.5% |
| 30D | -2.3% | +7.7% | -10.0% | -3.2% |
| 3M | +4.3% | +30.2% | -25.9% | +0.7% |
| 6M | +23.4% | +69.4% | -46.1% | +14.4% |
| YTD | +36.4% | +30.6% | +5.8% | +30.5% |
| 1Y | +53.0% | -10.0% | +63.0% | +53.3% |
| 3Y | +70.6% | +86.6% | -16.0% | +50.2% |
| 5Y | +65.5% | +57.1% | +8.4% | +44.4% |
| All | +452.8% | +154.7% | +298.1% | +317.7% |
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