+63.9%
NTRA vs CBOE
-2.6%
+66.6%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.6% |
| 7D | -0.5% | -3.7% | +3.2% | -1.4% |
| 30D | +4.3% | +2.0% | +2.3% | +5.1% |
| 3M | +50.6% | -4.2% | +54.9% | +52.7% |
| 6M | +63.9% | +1.2% | +62.7% | +59.8% |
| All | +63.9% | -2.6% | +66.6% | +59.8% |
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