-43.5%
CAG vs NTNX
+54.0%
-97.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.7% |
| 7D | -5.7% | -3.1% | -2.5% | -5.8% |
| 30D | -2.4% | +2.0% | -4.4% | -2.4% |
| 3M | +9.8% | +34.0% | -24.2% | +10.5% |
| 6M | -10.8% | +72.4% | -83.2% | -9.4% |
| YTD | -10.8% | +27.5% | -38.3% | -10.1% |
| 1Y | -19.0% | -18.7% | -0.2% | -19.2% |
| 3Y | -39.7% | +80.8% | -120.4% | -39.2% |
| All | -43.5% | +54.0% | -97.5% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling