+70.2%
CIFR vs NTNX
+169.1%
-98.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.5% |
| 7D | -5.0% | -3.1% | -1.9% | -3.9% |
| 30D | -5.7% | +2.0% | -7.7% | -6.4% |
| 3M | -25.5% | +34.0% | -59.5% | -33.4% |
| 6M | +19.4% | +72.4% | -53.0% | -4.7% |
| YTD | +14.2% | +27.5% | -13.4% | +1.0% |
| 1Y | +69.0% | -18.7% | +87.7% | +75.9% |
| 3Y | +503.9% | +80.8% | +423.2% | +365.2% |
| 5Y | +27.7% | +54.5% | -26.8% | -11.1% |
| All | +70.2% | +169.1% | -98.9% | +13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling