+177.1%
CVE vs NTNX
+146.9%
+30.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.1% |
| 7D | +1.6% | -3.9% | +5.6% | +2.4% |
| 30D | +11.7% | +1.7% | +10.0% | +11.2% |
| 3M | +18.2% | +31.7% | -13.6% | +11.6% |
| 6M | +48.8% | +69.4% | -20.5% | +32.8% |
| YTD | +99.4% | +26.6% | +72.8% | +87.4% |
| 1Y | +97.9% | -15.2% | +113.1% | +100.2% |
| 3Y | +76.3% | +80.9% | -4.7% | +47.2% |
| 5Y | +344.6% | +53.3% | +291.3% | +267.1% |
| All | +177.1% | +146.9% | +30.2% | +89.8% |
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