+1,272.3%
CMCSA vs NTAP
+22,937.7%
-21,665.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.9% |
| 7D | +3.2% | +7.2% | -4.0% | +1.9% |
| 30D | +19.5% | -18.4% | +37.9% | +23.0% |
| 3M | -2.4% | -11.3% | +8.9% | -1.3% |
| 6M | +3.8% | +53.8% | -49.9% | -5.4% |
| YTD | -5.4% | +72.0% | -77.3% | -15.8% |
| 1Y | +1.1% | +68.0% | -66.9% | -9.8% |
| 3Y | -27.1% | +149.5% | -176.6% | -40.4% |
| 5Y | -40.3% | +125.6% | -165.9% | -50.7% |
| 10Y | +6.0% | +583.1% | -577.1% | -29.5% |
| All | +1,272.3% | +22,937.7% | -21,665.4% | +386.2% |
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