+79.2%
CVE vs NTNX
+80.9%
-1.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.1% |
| 7D | +1.6% | -3.9% | +5.6% | +2.1% |
| 30D | +11.7% | +1.7% | +10.0% | +11.4% |
| 3M | +18.2% | +31.7% | -13.6% | +14.1% |
| 6M | +48.8% | +69.4% | -20.5% | +38.6% |
| YTD | +99.4% | +26.6% | +72.8% | +92.6% |
| 1Y | +97.9% | -15.2% | +113.1% | +102.8% |
| All | +79.2% | +80.9% | -1.8% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling