-41.9%
GRAB vs CBOE
+39.5%
-81.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.3% | +7.4% | +7.7% |
| 7D | +22.2% | +7.7% | +14.4% | +23.1% |
| 30D | +6.0% | +24.4% | -18.4% | +8.5% |
| 3M | -9.7% | +20.0% | -29.7% | -7.8% |
| 6M | -7.2% | +2.4% | -9.5% | -7.2% |
| YTD | -32.7% | +38.5% | -71.2% | -32.6% |
| 1Y | -41.9% | +39.0% | -80.9% | -42.3% |
| All | -41.9% | +39.5% | -81.4% | -42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling