+1,711.9%
NTRA vs CBOE
+477.8%
+1,234.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.7% |
| 7D | -0.5% | -3.7% | +3.2% | +0.9% |
| 30D | +4.3% | +2.0% | +2.3% | +3.2% |
| 3M | +50.6% | -4.2% | +54.9% | +50.9% |
| 6M | +63.9% | +1.2% | +62.7% | +57.3% |
| YTD | +42.4% | +15.4% | +27.0% | +28.2% |
| 1Y | +92.1% | +23.5% | +68.6% | +67.0% |
| 3Y | +501.7% | +93.2% | +408.6% | +285.3% |
| 5Y | +171.4% | +142.0% | +29.5% | +50.2% |
| 10Y | +3,161.4% | +379.2% | +2,782.2% | +1,105.8% |
| All | +1,711.9% | +477.8% | +1,234.1% | +412.9% |
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