+539.0%
CIEN vs NTAP
+148.4%
+390.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.5% | -2.0% | -3.1% |
| 7D | +15.3% | +7.2% | +8.1% | +10.9% |
| 30D | -22.0% | -18.4% | -3.6% | -11.3% |
| 3M | -36.6% | -11.3% | -25.3% | -30.8% |
| 6M | -51.5% | +53.8% | -105.2% | -61.6% |
| YTD | +20.0% | +72.0% | -52.0% | -12.8% |
| 1Y | +44.5% | +68.0% | -23.6% | +7.0% |
| 3Y | +539.0% | +149.5% | +389.6% | +317.7% |
| All | +539.0% | +148.4% | +390.6% | +317.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling