+358.9%
CBOE vs NTRS
+259.9%
+98.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.5% |
| 7D | -5.8% | +1.4% | -7.2% | -6.1% |
| 30D | -3.1% | -0.7% | -2.5% | -3.0% |
| 3M | -4.8% | +11.3% | -16.1% | -6.9% |
| 6M | -0.6% | +35.5% | -36.1% | -7.1% |
| YTD | +12.8% | +40.6% | -27.8% | +4.4% |
| 1Y | +19.8% | +49.2% | -29.4% | +9.2% |
| 3Y | +86.9% | +167.2% | -80.3% | +45.2% |
| 5Y | +136.5% | +94.9% | +41.6% | +95.8% |
| All | +358.9% | +259.9% | +98.9% | +174.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling