+346.2%
CVE vs NTNX
+55.9%
+290.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +2.0% | +0.1% | +1.8% | +2.0% |
| 30D | +13.2% | +3.8% | +9.3% | +12.7% |
| 3M | +21.7% | +31.9% | -10.2% | +18.5% |
| 6M | +48.4% | +68.5% | -20.1% | +40.8% |
| YTD | +100.1% | +29.5% | +70.6% | +94.2% |
| 1Y | +107.8% | -11.6% | +119.5% | +109.1% |
| 3Y | +76.9% | +85.1% | -8.2% | +66.4% |
| 5Y | +346.2% | +54.8% | +291.4% | +376.2% |
| All | +346.2% | +55.9% | +290.3% | +376.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling