+3,407.0%
CSCO vs NTAP
+22,254.3%
-18,847.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.7% | -7.8% | +3.1% | -1.8% |
| 30D | -17.1% | -25.8% | +8.7% | -8.0% |
| 3M | -19.6% | -11.2% | -8.4% | -16.5% |
| 6M | +2.4% | +49.9% | -47.5% | -13.2% |
| YTD | +29.8% | +66.9% | -37.1% | +5.6% |
| 1Y | +38.7% | +58.8% | -20.2% | +14.7% |
| 3Y | +101.3% | +140.8% | -39.5% | +38.0% |
| 5Y | +94.8% | +115.0% | -20.2% | +37.3% |
| 10Y | +324.2% | +570.8% | -246.6% | +86.5% |
| All | +3,407.0% | +22,254.3% | -18,847.3% | +288.9% |
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