+173.5%
NTRA vs CBOE
+136.7%
+36.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.0% |
| 7D | +0.2% | -5.8% | +6.0% | +0.6% |
| 30D | +4.1% | -3.1% | +7.3% | +4.3% |
| 3M | +50.0% | -4.8% | +54.8% | +50.8% |
| 6M | +67.3% | -0.6% | +67.9% | +64.8% |
| YTD | +43.6% | +12.8% | +30.8% | +37.8% |
| 1Y | +89.2% | +19.8% | +69.5% | +79.1% |
| 3Y | +502.5% | +86.9% | +415.6% | +332.5% |
| All | +173.5% | +136.7% | +36.9% | +55.1% |
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 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