+6.1%
CIEN vs GRAB
-22.3%
+28.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | +0.3% |
| 7D | -4.6% | -13.9% | +9.3% | -1.5% |
| 30D | -12.8% | -17.2% | +4.3% | -9.5% |
| 3M | -23.1% | -7.9% | -15.2% | -24.1% |
| 6M | +6.1% | -23.2% | +29.3% | +13.7% |
| All | +6.1% | -22.3% | +28.4% | +13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling