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  • NTAP vs CASY✓SelectedUSD · CASYNTAP vs CASY performance historyLatest closeAs of+1.91%09/08
Stock and ETF performance explorer

NTAP vs CASY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+590.2%
CASY return
+549.1%
Excess return
+41.1%
Maximum drawdown
-58.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-08 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioCASYExcessAlpha
1D+1.9%-3.0%+4.9%+2.8%
7D+3.3%-4.4%+7.6%+4.6%
30D-0.2%-12.0%+11.8%+3.4%
3M+11.4%-2.3%+13.7%+10.5%
6M+88.7%+10.5%+78.2%+78.4%
YTD+78.9%+33.0%+45.9%+58.4%
1Y+58.8%+41.1%+17.7%+37.0%
3Y+153.5%+207.5%-54.0%+58.1%
5Y+136.7%+290.7%-154.0%+30.9%
10Y+590.2%+556.5%+33.7%+204.6%
All+590.2%+549.1%+41.1%+204.6%

Cumulative growth

Daily Returns

Daily percentage return beside CASY.

Daily Out/Under-Performance

Portfolio return minus CASY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CASY 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CASY 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…

2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling