+524.5%
NTAP vs CBOE
+1,025.9%
-501.4%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.2% |
| 7D | +3.3% | -4.6% | +7.9% | +4.2% |
| 30D | -0.2% | +2.6% | -2.8% | -0.8% |
| 3M | +11.4% | +4.9% | +6.5% | +9.7% |
| 6M | +88.7% | -2.2% | +90.8% | +87.2% |
| YTD | +78.9% | +17.7% | +61.2% | +70.3% |
| 1Y | +58.8% | +26.1% | +32.7% | +48.6% |
| 3Y | +153.5% | +97.1% | +56.4% | +106.8% |
| 5Y | +136.7% | +149.2% | -12.5% | +78.4% |
| 10Y | +590.2% | +385.1% | +205.1% | +313.5% |
| All | +524.5% | +1,025.9% | -501.4% | +141.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling