+63.9%
CSCO vs NTAP
+61.4%
+2.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.7% | -0.8% | +0.1% | -0.4% |
| 30D | -10.1% | -0.5% | -9.6% | -10.2% |
| 3M | -15.7% | +4.1% | -19.8% | -17.2% |
| 6M | +36.3% | +88.0% | -51.7% | +6.5% |
| YTD | +43.8% | +75.6% | -31.7% | +16.1% |
| 1Y | +63.9% | +58.9% | +5.0% | +37.1% |
| All | +63.9% | +61.4% | +2.5% | +37.1% |
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 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