+97.0%
NTRA vs CBOE
+29.2%
+67.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.1% |
| 7D | +0.6% | -3.6% | +4.2% | -0.1% |
| 30D | +19.5% | +5.1% | +14.4% | +21.0% |
| 3M | +47.8% | +4.6% | +43.2% | +51.0% |
| 6M | +61.6% | -0.3% | +61.9% | +61.7% |
| YTD | +43.3% | +19.8% | +23.5% | +48.1% |
| 1Y | +97.0% | +28.4% | +68.7% | +113.1% |
| All | +97.0% | +29.2% | +67.9% | +113.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling