-61.5%
CSGP vs NTNX
+55.0%
-116.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -7.1% | -5.6% | -1.5% | -6.2% |
| 30D | +3.6% | -18.9% | +22.5% | +7.2% |
| 3M | -2.7% | -6.5% | +3.8% | -2.2% |
| 6M | -8.0% | +33.2% | -41.2% | -13.3% |
| YTD | -55.0% | +16.3% | -71.3% | -57.2% |
| 1Y | -55.8% | -12.3% | -43.5% | -56.4% |
| All | -61.5% | +55.0% | -116.5% | -69.4% |
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 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