+685.8%
CTAS vs NTNX
+146.9%
+539.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.5% |
| 7D | -1.3% | -3.9% | +2.6% | -0.8% |
| 30D | -3.1% | +1.7% | -4.8% | -3.4% |
| 3M | +10.3% | +31.7% | -21.5% | +6.0% |
| 6M | +1.6% | +69.4% | -67.7% | -6.1% |
| YTD | +6.3% | +26.6% | -20.2% | +1.9% |
| 1Y | -0.5% | -15.2% | +14.7% | +0.5% |
| 3Y | +64.6% | +80.9% | -16.3% | +45.2% |
| 5Y | +106.0% | +53.3% | +52.7% | +80.0% |
| All | +685.8% | +146.9% | +539.0% | +499.0% |
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