+75.8%
CDNS vs CBOE
+136.7%
-60.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.7% |
| 7D | -1.1% | -5.8% | +4.7% | -0.6% |
| 30D | -10.4% | -3.1% | -7.3% | -10.2% |
| 3M | -24.6% | -4.8% | -19.8% | -24.4% |
| 6M | -1.6% | -0.6% | -1.1% | -2.8% |
| YTD | -7.4% | +12.8% | -20.2% | -10.3% |
| 1Y | -18.4% | +19.8% | -38.2% | -21.8% |
| 3Y | +19.0% | +86.9% | -68.0% | -7.0% |
| All | +75.8% | +136.7% | -60.9% | +13.8% |
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 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