+39.4%
CSCO vs NTAP
+59.9%
-20.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.7% | -7.8% | +3.1% | -1.9% |
| 30D | -17.1% | -25.8% | +8.7% | -8.5% |
| 3M | -19.6% | -11.2% | -8.4% | -16.4% |
| 6M | +2.4% | +49.9% | -47.5% | -12.3% |
| YTD | +29.8% | +66.9% | -37.1% | +6.6% |
| All | +39.4% | +59.9% | -20.5% | +16.6% |
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