+500.2%
NTAP vs CBOE
+1,341.0%
-840.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.8% |
| 7D | +7.2% | +6.3% | +0.9% | +6.1% |
| 30D | -18.4% | +24.9% | -43.3% | -21.8% |
| 3M | -11.3% | +28.5% | -39.8% | -15.7% |
| 6M | +53.8% | +2.9% | +50.9% | +51.7% |
| YTD | +72.0% | +50.7% | +21.3% | +55.8% |
| 1Y | +68.0% | +45.5% | +22.6% | +53.3% |
| 3Y | +149.5% | +116.3% | +33.1% | +102.4% |
| 5Y | +125.6% | +204.3% | -78.7% | +64.2% |
| 10Y | +583.1% | +526.3% | +56.8% | +288.8% |
| All | +500.2% | +1,341.0% | -840.8% | +120.9% |
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