-13.0%
CTSH vs NTNX
-15.3%
+2.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.6% |
| 7D | -3.7% | -3.1% | -0.6% | -2.8% |
| 30D | +3.7% | +2.0% | +1.7% | +3.1% |
| 3M | +17.9% | +34.0% | -16.0% | +8.6% |
| 6M | -2.6% | +72.4% | -75.0% | -15.9% |
| YTD | -26.4% | +27.5% | -53.9% | -35.1% |
| 1Y | -13.0% | -18.7% | +5.7% | -24.2% |
| All | -13.0% | -15.3% | +2.3% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling