+515.0%
CIEN vs NTAP
+135.4%
+379.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.4% | +5.3% |
| 7D | -5.3% | +3.3% | -8.5% | -7.0% |
| 30D | -17.2% | -0.2% | -17.0% | -17.4% |
| 3M | -26.9% | +11.4% | -38.3% | -31.6% |
| 6M | +16.0% | +88.7% | -72.7% | -23.1% |
| YTD | +45.9% | +78.9% | -33.0% | -1.3% |
| 1Y | +186.8% | +58.8% | +128.0% | +110.2% |
| 3Y | +607.8% | +153.5% | +454.2% | +282.7% |
| All | +515.0% | +135.4% | +379.7% | +227.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling