+163.8%
CIEN vs CBOE
+20.5%
+143.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.2% | +6.7% | +3.7% |
| 7D | +8.9% | -5.8% | +14.7% | +6.9% |
| 30D | -19.1% | -3.1% | -15.9% | -19.7% |
| 3M | -21.5% | -4.8% | -16.7% | -22.8% |
| 6M | +2.8% | -0.6% | +3.4% | +8.8% |
| YTD | +49.5% | +12.8% | +36.7% | +71.9% |
| 1Y | +163.8% | +19.8% | +144.0% | +217.4% |
| All | +163.8% | +20.5% | +143.3% | +217.4% |
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