+36.2%
CSGP vs NTNX
+146.9%
-110.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.1% |
| 7D | -6.9% | -3.9% | -3.0% | -6.3% |
| 30D | -5.2% | +1.7% | -6.9% | -5.6% |
| 3M | -13.8% | +31.7% | -45.6% | -17.9% |
| 6M | -36.3% | +69.4% | -105.7% | -42.2% |
| YTD | -56.1% | +26.6% | -82.7% | -58.2% |
| 1Y | -65.8% | -15.2% | -50.6% | -65.4% |
| 3Y | -64.3% | +80.9% | -145.2% | -69.2% |
| 5Y | -67.3% | +53.3% | -120.6% | -72.3% |
| All | +36.2% | +146.9% | -110.7% | +0.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling