+187.9%
CFG vs NTNX
+82.3%
+105.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.1% |
| 7D | -0.4% | -3.1% | +2.7% | +0.1% |
| 30D | -4.6% | +2.0% | -6.6% | -5.0% |
| 3M | +6.7% | +34.0% | -27.3% | +1.6% |
| 6M | +22.1% | +72.4% | -50.3% | +10.3% |
| YTD | +23.2% | +27.5% | -4.3% | +17.5% |
| 1Y | +40.3% | -18.7% | +59.0% | +46.4% |
| 3Y | +187.9% | +80.8% | +107.1% | +124.8% |
| All | +187.9% | +82.3% | +105.6% | +124.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling