-35.5%
GRAB vs CYCU
-99.9%
+64.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | -5.3% | -8.1% | +2.8% | -5.2% |
| 30D | -8.6% | -43.0% | +34.4% | -8.3% |
| 3M | -1.2% | -50.8% | +49.7% | -0.2% |
| 6M | -16.6% | -74.1% | +57.5% | -14.5% |
| YTD | -31.5% | -84.0% | +52.5% | -28.3% |
| 1Y | -32.3% | -92.2% | +59.9% | -31.9% |
| All | -35.5% | -99.9% | +64.4% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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