+122.8%
NTAP vs CBOE
+145.0%
-22.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.7% |
| 7D | -1.0% | -3.7% | +2.7% | -1.1% |
| 30D | -7.5% | +2.0% | -9.5% | -7.4% |
| 3M | +14.6% | -4.2% | +18.9% | +14.5% |
| 6M | +91.0% | +1.2% | +89.8% | +90.6% |
| YTD | +73.7% | +15.4% | +58.3% | +74.4% |
| 1Y | +51.2% | +23.5% | +27.7% | +52.2% |
| 3Y | +146.1% | +93.2% | +52.9% | +132.3% |
| 5Y | +122.8% | +142.0% | -19.1% | +93.5% |
| All | +122.8% | +145.0% | -22.1% | +93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling