-1.1%
CDNS vs CBOE
+39.5%
-40.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | -3.8% | +7.7% | -11.5% | -3.0% |
| 30D | -6.8% | +24.4% | -31.2% | -5.3% |
| 3M | -3.3% | +20.0% | -23.3% | -1.8% |
| 6M | -5.7% | +2.4% | -8.1% | -6.5% |
| YTD | +5.4% | +38.5% | -33.1% | +9.4% |
| 1Y | -1.1% | +39.0% | -40.1% | +3.0% |
| All | -1.1% | +39.5% | -40.6% | +3.0% |
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