+78.2%
NTNX vs CGNX
+162.6%
-84.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -0.8% |
| 7D | -3.1% | +3.2% | -6.3% | -4.3% |
| 30D | +2.0% | +6.0% | -4.0% | -0.6% |
| 3M | +34.0% | +3.5% | +30.4% | +29.9% |
| 6M | +72.4% | +26.3% | +46.1% | +52.2% |
| YTD | +27.5% | +79.2% | -51.7% | -6.8% |
| 1Y | -18.7% | +43.8% | -62.5% | -35.9% |
| 3Y | +80.8% | +52.0% | +28.8% | +28.3% |
| 5Y | +54.5% | -24.0% | +78.5% | +51.8% |
| All | +78.2% | +162.6% | -84.5% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 10y: compounded portfolio wealth divided by compounded CGNX 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…
10y analysis · Full analysis span regression · 6 months rolling