+45.9%
CSCO vs NTAP
+66.6%
-20.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +1.2% |
| 7D | -6.1% | -16.1% | +10.0% | -0.5% |
| 30D | -8.2% | -15.9% | +7.8% | -2.9% |
| 3M | -14.6% | -1.2% | -13.3% | -14.4% |
| 6M | +12.7% | +70.1% | -57.4% | -8.2% |
| YTD | +37.0% | +77.9% | -40.9% | +10.0% |
| 1Y | +45.9% | +68.1% | -22.2% | +19.5% |
| All | +45.9% | +66.6% | -20.7% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling