+17.1%
CDNS vs CBOE
+93.5%
-76.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | -0.1% |
| 7D | -6.5% | -3.7% | -2.8% | -7.1% |
| 30D | -13.0% | +2.0% | -15.0% | -12.6% |
| 3M | -26.0% | -4.2% | -21.8% | -26.6% |
| 6M | -2.8% | +1.2% | -4.0% | -2.3% |
| YTD | -8.8% | +15.4% | -24.2% | -4.8% |
| 1Y | -15.8% | +23.5% | -39.3% | -10.3% |
| All | +17.1% | +93.5% | -76.3% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling