+43.0%
CSGP vs NTNX
+127.8%
-84.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.0% |
| 7D | +1.3% | +3.4% | -2.1% | +0.7% |
| 30D | +2.8% | -13.6% | +16.4% | +5.2% |
| 3M | -6.3% | -11.1% | +4.8% | -4.8% |
| 6M | -3.2% | +35.7% | -38.8% | -8.7% |
| YTD | -54.0% | +16.8% | -70.8% | -55.7% |
| 1Y | -54.8% | -9.1% | -45.7% | -54.8% |
| 3Y | -60.6% | +55.8% | -116.4% | -65.2% |
| 5Y | -62.6% | +73.4% | -136.0% | -68.9% |
| 10Y | +66.3% | +113.6% | -47.3% | +23.1% |
| All | +43.0% | +127.8% | -84.9% | +6.3% |
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