+308.5%
CFG vs NTNX
+152.6%
+155.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -4.5% | +3.8% | -8.4% | -5.2% |
| 3M | +6.3% | +31.9% | -25.6% | +1.3% |
| 6M | +20.6% | +68.5% | -47.9% | +9.3% |
| YTD | +21.2% | +29.5% | -8.3% | +14.5% |
| 1Y | +38.2% | -11.6% | +49.8% | +38.8% |
| 3Y | +185.9% | +85.1% | +100.8% | +146.8% |
| 5Y | +97.0% | +54.8% | +42.2% | +68.5% |
| All | +308.5% | +152.6% | +155.9% | +201.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling