+68.1%
NTAP vs CBOE
+39.5%
+28.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -16.1% | +7.7% | -23.8% | -14.8% |
| 30D | -15.9% | +24.4% | -40.4% | -13.4% |
| 3M | -1.2% | +20.0% | -21.3% | +1.7% |
| 6M | +70.1% | +2.4% | +67.7% | +70.7% |
| YTD | +77.9% | +38.5% | +39.4% | +85.3% |
| 1Y | +68.1% | +39.0% | +29.2% | +76.0% |
| All | +68.1% | +39.5% | +28.6% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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