+42.8%
CSGP vs NTNX
+156.8%
-114.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.1% | -1.6% | -2.5% | -3.8% |
| 30D | +2.3% | +11.6% | -9.3% | +0.3% |
| 3M | -8.2% | +23.8% | -32.0% | -11.6% |
| 6M | -35.1% | +68.8% | -103.9% | -41.0% |
| YTD | -54.0% | +31.7% | -85.7% | -56.5% |
| 1Y | -65.3% | -0.9% | -64.4% | -65.8% |
| 3Y | -62.6% | +95.0% | -157.6% | -68.1% |
| 5Y | -64.8% | +57.4% | -122.2% | -70.4% |
| All | +42.8% | +156.8% | -114.1% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling