+562.2%
NTAP vs CBOE
+524.9%
+37.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.7% |
| 7D | +7.2% | +6.3% | +0.9% | +6.5% |
| 30D | -18.4% | +24.9% | -43.3% | -20.7% |
| 3M | -11.3% | +28.5% | -39.8% | -14.3% |
| 6M | +53.8% | +2.9% | +50.9% | +53.0% |
| YTD | +72.0% | +50.7% | +21.3% | +60.0% |
| 1Y | +68.0% | +45.5% | +22.6% | +57.2% |
| 3Y | +149.5% | +116.3% | +33.1% | +110.4% |
| 5Y | +125.6% | +204.3% | -78.7% | +70.7% |
| All | +562.2% | +524.9% | +37.3% | +289.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling