-19.0%
CAG vs NTNX
-15.3%
-3.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.7% |
| 7D | -5.7% | -3.1% | -2.5% | -5.7% |
| 30D | -2.4% | +2.0% | -4.4% | -2.4% |
| 3M | +9.8% | +34.0% | -24.2% | +10.0% |
| 6M | -10.8% | +72.4% | -83.2% | -8.8% |
| YTD | -10.8% | +27.5% | -38.3% | -10.3% |
| 1Y | -19.0% | -18.7% | -0.2% | -19.6% |
| All | -19.0% | -15.3% | -3.6% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling