+53.8%
NTAP vs CBOE
+6.4%
+47.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.1% |
| 7D | +7.2% | +6.3% | +0.9% | +9.0% |
| 30D | -18.4% | +24.9% | -43.3% | -13.8% |
| 3M | -11.3% | +28.5% | -39.8% | -5.6% |
| 6M | +53.8% | +2.9% | +50.9% | +58.8% |
| All | +53.8% | +6.4% | +47.4% | +58.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling