+327.4%
CMG vs NTNX
+148.8%
+178.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -2.1% | -3.1% | +1.1% | -1.6% |
| 30D | +10.9% | +2.0% | +8.9% | +10.4% |
| 3M | +15.8% | +34.0% | -18.1% | +10.2% |
| 6M | +6.9% | +72.4% | -65.4% | -3.2% |
| YTD | -2.2% | +27.5% | -29.7% | -7.2% |
| 1Y | -7.1% | -18.7% | +11.7% | -5.5% |
| 3Y | -7.1% | +80.8% | -87.9% | -19.9% |
| 5Y | -4.8% | +54.5% | -59.3% | -19.3% |
| All | +327.4% | +148.8% | +178.6% | +222.6% |
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