+61.0%
CIFR vs NTNX
+167.0%
-106.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.3% | -3.4% | -4.9% |
| 7D | -8.2% | -3.9% | -4.3% | -7.0% |
| 30D | -7.4% | +1.7% | -9.1% | -8.0% |
| 3M | -24.2% | +31.7% | -55.9% | -31.8% |
| 6M | +14.2% | +69.4% | -55.2% | -8.3% |
| YTD | +8.0% | +26.6% | -18.6% | -4.2% |
| 1Y | +55.5% | -15.2% | +70.7% | +58.6% |
| 3Y | +429.6% | +80.9% | +348.6% | +307.6% |
| 5Y | +20.8% | +53.3% | -32.6% | -15.7% |
| All | +61.0% | +167.0% | -106.0% | +7.9% |
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