+317.7%
CG vs NTNX
+148.8%
+168.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | -9.9% | -3.1% | -6.7% | -9.2% |
| 30D | -11.7% | +2.0% | -13.6% | -12.0% |
| 3M | -4.3% | +34.0% | -38.2% | -10.3% |
| 6M | -8.8% | +72.4% | -81.1% | -19.7% |
| YTD | -26.9% | +27.5% | -54.4% | -31.4% |
| 1Y | -35.4% | -18.7% | -16.7% | -33.8% |
| 3Y | +43.0% | +80.8% | -37.7% | +21.3% |
| 5Y | +1.9% | +54.5% | -52.6% | -14.8% |
| All | +317.7% | +148.8% | +168.9% | +197.8% |
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 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