+38.3%
CBOE vs NTRS
+42.7%
-4.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.9% | +0.8% |
| 7D | +7.7% | +3.6% | +4.2% | +8.4% |
| 30D | +24.4% | +4.3% | +20.1% | +25.3% |
| 3M | +20.0% | -1.9% | +22.0% | +20.1% |
| 6M | +2.4% | +11.4% | -9.1% | +4.3% |
| YTD | +38.5% | +32.3% | +6.3% | +40.4% |
| All | +38.3% | +42.7% | -4.4% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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