+108.1%
CSCO vs NTAP
+148.5%
-40.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | -10.1% | -0.5% | -9.6% | -10.2% |
| 3M | -15.7% | +4.1% | -19.8% | -16.9% |
| 6M | +36.3% | +88.0% | -51.7% | +12.9% |
| YTD | +43.8% | +75.6% | -31.7% | +21.4% |
| 1Y | +63.9% | +58.9% | +5.0% | +41.6% |
| All | +108.1% | +148.5% | -40.4% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling