+55.6%
CSGP vs NTNX
+110.6%
-55.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | -6.1% | +4.0% | -10.0% | -6.7% |
| 30D | +0.3% | -16.5% | +16.8% | +3.3% |
| 3M | -1.3% | -5.8% | +4.5% | -0.7% |
| 6M | -8.9% | +37.1% | -46.0% | -14.5% |
| YTD | -55.2% | +17.8% | -73.0% | -57.1% |
| 1Y | -56.4% | -10.1% | -46.3% | -56.3% |
| 3Y | -62.2% | +56.3% | -118.5% | -66.8% |
| 5Y | -63.7% | +74.8% | -138.4% | -70.1% |
| All | +55.6% | +110.6% | -55.0% | +12.4% |
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