+585.2%
CIEN vs GRAB
-19.7%
+604.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | +5.4% | -12.0% | +17.4% | +8.6% |
| 30D | -13.7% | -19.5% | +5.9% | -9.0% |
| 3M | -23.0% | -8.0% | -15.1% | -22.0% |
| 6M | -0.8% | -22.2% | +21.4% | +4.7% |
| YTD | +43.1% | -39.7% | +82.7% | +60.8% |
| 1Y | +157.6% | -43.2% | +200.8% | +193.6% |
| All | +585.2% | -19.7% | +604.9% | +660.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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