+585.2%
CIEN vs CBOE
+93.5%
+491.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.6% |
| 7D | +5.4% | -3.7% | +9.1% | +4.0% |
| 30D | -13.7% | +2.0% | -15.6% | -12.9% |
| 3M | -23.0% | -4.2% | -18.8% | -24.1% |
| 6M | -0.8% | +1.2% | -2.0% | +2.3% |
| YTD | +43.1% | +15.4% | +27.7% | +57.0% |
| 1Y | +157.6% | +23.5% | +134.1% | +191.7% |
| All | +585.2% | +93.5% | +491.7% | +746.3% |
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