+503.9%
CIFR vs NTNX
+82.3%
+421.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.5% |
| 7D | -5.0% | -3.1% | -1.9% | -4.0% |
| 30D | -5.7% | +2.0% | -7.7% | -6.3% |
| 3M | -25.5% | +34.0% | -59.5% | -33.2% |
| 6M | +19.4% | +72.4% | -53.0% | -5.2% |
| YTD | +14.2% | +27.5% | -13.4% | +2.1% |
| 1Y | +69.0% | -18.7% | +87.7% | +86.0% |
| 3Y | +503.9% | +80.8% | +423.2% | +419.5% |
| All | +503.9% | +82.3% | +421.6% | +419.5% |
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