+65.8%
CVE vs NTNX
-10.2%
+76.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | +5.9% | +3.4% | +2.5% | +5.8% |
| 30D | -10.9% | -13.6% | +2.7% | -10.7% |
| 3M | -4.5% | -11.1% | +6.6% | -4.4% |
| 6M | -1.0% | +35.7% | -36.7% | -1.2% |
| YTD | +74.7% | +16.8% | +57.9% | +71.5% |
| 1Y | +65.8% | -9.1% | +75.0% | +64.0% |
| All | +65.8% | -10.2% | +76.0% | +64.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling