+543.5%
CIEN vs GRAB
-71.8%
+615.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.1% | +4.3% |
| 7D | +8.9% | -10.8% | +19.7% | +10.4% |
| 30D | -19.1% | -15.5% | -3.6% | -17.3% |
| 3M | -21.5% | -9.0% | -12.5% | -20.8% |
| 6M | +2.8% | -21.6% | +24.4% | +5.8% |
| YTD | +49.5% | -38.9% | +88.3% | +58.6% |
| 1Y | +163.8% | -44.8% | +208.7% | +183.2% |
| 3Y | +615.8% | -18.4% | +634.3% | +632.4% |
| All | +543.5% | -71.8% | +615.3% | +506.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling