+116.6%
CIEN vs NTAP
+7,433.6%
-7,317.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.5% | -2.0% | -3.2% |
| 7D | +15.3% | +7.2% | +8.1% | +11.4% |
| 30D | -22.0% | -18.4% | -3.6% | -11.8% |
| 3M | -36.6% | -11.3% | -25.3% | -31.3% |
| 6M | -51.5% | +53.8% | -105.2% | -61.9% |
| YTD | +20.0% | +72.0% | -52.0% | -12.4% |
| 1Y | +44.5% | +68.0% | -23.6% | +7.0% |
| 3Y | +539.0% | +149.5% | +389.6% | +280.0% |
| 5Y | +356.8% | +125.6% | +231.2% | +183.7% |
| 10Y | +1,190.4% | +583.1% | +607.3% | +286.8% |
| All | +116.6% | +7,433.6% | -7,317.0% | -85.8% |
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