+2,234.4%
CIEN vs CBOE
+1,025.9%
+1,208.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.0% | +6.7% |
| 7D | -5.3% | -4.6% | -0.6% | -4.3% |
| 30D | -17.2% | +2.6% | -19.9% | -17.9% |
| 3M | -26.9% | +4.9% | -31.8% | -28.4% |
| 6M | +16.0% | -2.2% | +18.2% | +14.2% |
| YTD | +45.9% | +17.7% | +28.2% | +35.8% |
| 1Y | +186.8% | +26.1% | +160.7% | +160.8% |
| 3Y | +607.8% | +97.1% | +510.7% | +431.9% |
| 5Y | +506.7% | +149.2% | +357.6% | +311.7% |
| 10Y | +1,438.7% | +385.1% | +1,053.7% | +612.1% |
| All | +2,234.4% | +1,025.9% | +1,208.5% | +488.3% |
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 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