+147.9%
CIEN vs NTAP
+7,591.6%
-7,443.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -15.2% | -0.8% | -14.4% | -15.0% |
| 30D | -21.5% | -0.5% | -20.9% | -21.6% |
| 3M | -40.1% | +4.1% | -44.1% | -41.8% |
| 6M | -6.6% | +88.0% | -94.5% | -35.5% |
| YTD | +37.3% | +75.6% | -38.3% | -2.7% |
| 1Y | +174.5% | +58.9% | +115.6% | +105.8% |
| 3Y | +562.3% | +153.6% | +408.7% | +283.3% |
| 5Y | +463.9% | +127.6% | +336.3% | +240.9% |
| 10Y | +1,302.4% | +580.4% | +722.0% | +313.0% |
| All | +147.9% | +7,591.6% | -7,443.7% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling