+36.6%
CSGP vs NTNX
+152.6%
-116.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | -6.0% | +3.8% | -9.9% | -6.7% |
| 3M | -12.8% | +31.9% | -44.7% | -17.0% |
| 6M | -38.9% | +68.5% | -107.4% | -44.5% |
| YTD | -56.0% | +29.5% | -85.5% | -58.3% |
| 1Y | -66.4% | -11.6% | -54.8% | -66.2% |
| 3Y | -64.2% | +85.1% | -149.3% | -69.2% |
| 5Y | -67.0% | +54.8% | -121.8% | -72.1% |
| All | +36.6% | +152.6% | -116.0% | +0.2% |
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