+38.8%
CFG vs NTNX
+0.3%
+38.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +1.5% | -1.6% | +3.1% | +1.6% |
| 30D | -3.8% | +11.6% | -15.5% | -4.3% |
| 3M | +11.5% | +23.8% | -12.3% | +10.5% |
| 6M | +19.2% | +68.8% | -49.6% | +16.0% |
| YTD | +23.7% | +31.7% | -8.0% | +22.4% |
| 1Y | +38.8% | -0.9% | +39.7% | +42.0% |
| All | +38.8% | +0.3% | +38.6% | +42.0% |
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 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