+4,438.5%
CDNS vs CBOE
+1,025.9%
+3,412.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.5% |
| 7D | -9.2% | -4.6% | -4.6% | -8.1% |
| 30D | -16.3% | +2.6% | -18.9% | -17.0% |
| 3M | -27.9% | +4.9% | -32.9% | -29.3% |
| 6M | -4.3% | -2.2% | -2.2% | -5.4% |
| YTD | -9.1% | +17.7% | -26.8% | -15.1% |
| 1Y | -21.2% | +26.1% | -47.3% | -28.1% |
| 3Y | +19.4% | +97.1% | -77.7% | -9.0% |
| 5Y | +71.6% | +149.2% | -77.6% | +19.4% |
| 10Y | +1,005.1% | +385.1% | +620.0% | +493.4% |
| All | +4,438.5% | +1,025.9% | +3,412.6% | +1,450.7% |
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