+408.1%
CAH vs GRAB
-74.4%
+482.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | -0.1% |
| 7D | -2.2% | -13.9% | +11.6% | -2.0% |
| 30D | +1.2% | -17.2% | +18.4% | +1.5% |
| 3M | +13.1% | -7.9% | +21.0% | +13.3% |
| 6M | +8.5% | -23.2% | +31.7% | +8.9% |
| YTD | +17.6% | -39.1% | +56.7% | +18.5% |
| 1Y | +60.7% | -42.5% | +103.2% | +61.9% |
| 3Y | +183.2% | -18.3% | +201.4% | +183.3% |
| 5Y | +402.2% | -71.7% | +473.9% | +391.5% |
| All | +408.1% | -74.4% | +482.6% | +410.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling