-74.7%
GRAB vs CBOE
+236.8%
-311.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | -12.0% | -3.7% | -8.3% | -11.8% |
| 30D | -19.5% | +2.0% | -21.5% | -19.7% |
| 3M | -8.0% | -4.2% | -3.7% | -7.7% |
| 6M | -22.2% | +1.2% | -23.4% | -23.1% |
| YTD | -39.7% | +15.4% | -55.1% | -41.7% |
| 1Y | -43.2% | +23.5% | -66.7% | -45.7% |
| 3Y | -19.1% | +93.2% | -112.3% | -31.1% |
| 5Y | -72.0% | +142.0% | -214.0% | -78.4% |
| All | -74.7% | +236.8% | -311.4% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling