+78.2%
NTNX vs CASY
+460.5%
-382.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.4% |
| 7D | -3.1% | -18.6% | +15.5% | +3.2% |
| 30D | +2.0% | -26.6% | +28.6% | +12.2% |
| 3M | +34.0% | -32.8% | +66.7% | +51.4% |
| 6M | +72.4% | -10.0% | +82.4% | +72.1% |
| YTD | +27.5% | +11.6% | +15.9% | +16.3% |
| 1Y | -18.7% | +11.5% | -30.2% | -26.3% |
| 3Y | +80.8% | +160.7% | -79.9% | +9.3% |
| 5Y | +54.5% | +232.4% | -177.9% | -19.1% |
| All | +78.2% | +460.5% | -382.4% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling