+80.8%
NTNX vs CRL
+38.6%
+42.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.2% | +0.4% |
| 7D | -3.1% | -3.5% | +0.4% | -2.5% |
| 30D | +2.0% | -2.1% | +4.1% | +2.3% |
| 3M | +34.0% | +48.0% | -14.0% | +23.5% |
| 6M | +72.4% | +64.7% | +7.6% | +54.6% |
| YTD | +27.5% | +39.5% | -12.0% | +18.2% |
| 1Y | -18.7% | +74.2% | -92.9% | -28.1% |
| 3Y | +80.8% | +39.4% | +41.4% | +54.7% |
| All | +80.8% | +38.6% | +42.1% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 3y: compounded portfolio wealth divided by compounded CRL 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…
3y analysis · Full analysis span regression · 6 months rolling