+48.9%
CIEN vs CBOE
+39.5%
+9.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.3% | -9.5% | -9.2% |
| 7D | -25.0% | +7.7% | -32.8% | -22.4% |
| 30D | -30.1% | +24.4% | -54.6% | -24.0% |
| 3M | -33.8% | +20.0% | -53.8% | -28.7% |
| 6M | -49.4% | +2.4% | -51.8% | -48.1% |
| YTD | +16.4% | +38.5% | -22.1% | +47.8% |
| 1Y | +48.9% | +39.0% | +9.9% | +87.4% |
| All | +48.9% | +39.5% | +9.4% | +87.4% |
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