+142.9%
CVE vs NTNX
+127.8%
+15.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +5.9% | +3.4% | +2.5% | +5.3% |
| 30D | -10.9% | -13.6% | +2.7% | -8.4% |
| 3M | -4.5% | -11.1% | +6.6% | -2.6% |
| 6M | -1.0% | +35.7% | -36.7% | -7.3% |
| YTD | +74.7% | +16.8% | +57.9% | +66.5% |
| 1Y | +65.8% | -9.1% | +75.0% | +65.4% |
| 3Y | +73.2% | +55.8% | +17.4% | +49.0% |
| 5Y | +155.6% | +73.4% | +82.2% | +103.8% |
| 10Y | +149.3% | +113.6% | +35.7% | +72.7% |
| All | +142.9% | +127.8% | +15.0% | +68.6% |
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 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