-63.3%
CSGP vs NTNX
+87.5%
-150.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -5.1% | +1.2% | -6.3% | -5.4% |
| 30D | +0.3% | +7.7% | -7.4% | -1.2% |
| 3M | -9.1% | +30.2% | -39.3% | -13.7% |
| 6M | -37.3% | +69.4% | -106.7% | -43.4% |
| YTD | -54.9% | +30.6% | -85.4% | -57.8% |
| 1Y | -65.5% | -10.0% | -55.6% | -66.2% |
| 3Y | -63.3% | +86.6% | -149.9% | -72.7% |
| All | -63.3% | +87.5% | -150.7% | -72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling