+128.6%
CIEN vs NTAP
+7,506.3%
-7,377.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.1% | +4.7% | +6.6% |
| 7D | +8.7% | -2.4% | +11.2% | +11.0% |
| 30D | -26.9% | -23.4% | -3.5% | -14.4% |
| 3M | -23.6% | -7.5% | -16.1% | -19.0% |
| 6M | -49.1% | +56.4% | -105.5% | -60.4% |
| YTD | +26.6% | +73.6% | -47.0% | -8.0% |
| 1Y | +42.7% | +68.4% | -25.7% | +5.7% |
| 3Y | +570.8% | +150.6% | +420.3% | +297.9% |
| 5Y | +386.4% | +122.5% | +264.0% | +204.2% |
| 10Y | +1,261.7% | +589.7% | +672.0% | +306.0% |
| All | +128.6% | +7,506.3% | -7,377.7% | -85.1% |
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