+1,447.6%
CIEN vs NTAP
+596.0%
+851.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | +0.1% |
| 7D | -4.6% | +2.2% | -6.8% | -5.6% |
| 30D | -12.8% | -7.0% | -5.8% | -9.8% |
| 3M | -23.1% | +12.3% | -35.4% | -27.6% |
| 6M | +6.1% | +85.1% | -79.0% | -22.9% |
| YTD | +44.5% | +74.8% | -30.2% | +6.9% |
| 1Y | +176.6% | +52.7% | +123.9% | +119.1% |
| 3Y | +601.0% | +147.7% | +453.3% | +342.8% |
| 5Y | +509.1% | +124.8% | +384.3% | +294.2% |
| All | +1,447.6% | +596.0% | +851.6% | +504.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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