+3,786.7%
CSCO vs NTAP
+23,420.6%
-19,633.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.7% |
| YTD | +43.8% | +75.6% | -31.7% | +15.2% |
| 1Y | +63.9% | +58.9% | +5.0% | +35.7% |
| 3Y | +104.4% | +153.6% | -49.2% | +37.8% |
| 5Y | +111.4% | +127.6% | -16.3% | +46.2% |
| 10Y | +361.7% | +580.4% | -218.7% | +102.2% |
| All | +3,786.7% | +23,420.6% | -19,633.9% | +324.6% |
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 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