+169.1%
CVE vs NTNX
+156.8%
+12.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.5% | -1.6% | +4.1% | +2.8% |
| 30D | +16.7% | +11.6% | +5.1% | +14.1% |
| 3M | +9.3% | +23.8% | -14.5% | +4.5% |
| 6M | +43.6% | +68.8% | -25.2% | +28.3% |
| YTD | +93.6% | +31.7% | +61.9% | +80.6% |
| 1Y | +98.8% | -0.9% | +99.6% | +94.7% |
| 3Y | +73.6% | +95.0% | -21.4% | +42.8% |
| 5Y | +312.5% | +57.4% | +255.1% | +239.1% |
| All | +169.1% | +156.8% | +12.2% | +82.9% |
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