-71.2%
GRAB vs CBOE
+136.7%
-207.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.6% | +1.6% |
| 7D | -10.8% | -5.8% | -5.0% | -10.3% |
| 30D | -15.5% | -3.1% | -12.4% | -15.3% |
| 3M | -9.0% | -4.8% | -4.2% | -8.6% |
| 6M | -21.6% | -0.6% | -21.0% | -22.8% |
| YTD | -38.9% | +12.8% | -51.7% | -41.7% |
| 1Y | -44.8% | +19.8% | -64.6% | -48.2% |
| 3Y | -18.4% | +86.9% | -105.4% | -36.7% |
| All | -71.2% | +136.7% | -207.9% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling