-11.2%
CTSH vs NTNX
+82.3%
-93.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.7% |
| 7D | -3.7% | -3.1% | -0.6% | -3.0% |
| 30D | +3.7% | +2.0% | +1.7% | +3.3% |
| 3M | +17.9% | +34.0% | -16.0% | +11.1% |
| 6M | -2.6% | +72.4% | -75.0% | -12.7% |
| YTD | -26.4% | +27.5% | -53.9% | -31.1% |
| 1Y | -13.0% | -18.7% | +5.7% | -13.3% |
| 3Y | -11.2% | +80.8% | -92.0% | -25.5% |
| All | -11.2% | +82.3% | -93.5% | -25.5% |
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