+217.1%
CVX vs NTNX
+148.8%
+68.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +2.6% | -3.1% | +5.8% | +2.9% |
| 30D | +9.8% | +2.0% | +7.9% | +9.5% |
| 3M | +16.2% | +34.0% | -17.8% | +12.6% |
| 6M | +13.6% | +72.4% | -58.8% | +6.9% |
| YTD | +44.4% | +27.5% | +16.8% | +39.7% |
| 1Y | +40.6% | -18.7% | +59.3% | +42.2% |
| 3Y | +48.2% | +80.8% | -32.6% | +34.6% |
| 5Y | +172.3% | +54.5% | +117.8% | +146.0% |
| All | +217.1% | +148.8% | +68.4% | +150.0% |
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 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