+284.2%
CAT vs GRAB
-72.8%
+357.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +7.4% | -5.0% | +12.4% | +7.8% |
| 30D | -19.7% | +11.3% | -31.0% | -20.4% |
| 3M | -29.6% | -12.4% | -17.2% | -29.1% |
| 6M | -33.2% | -10.7% | -22.5% | -32.9% |
| YTD | +5.7% | -35.1% | +40.7% | +8.4% |
| 1Y | +9.3% | -41.5% | +50.9% | +13.0% |
| 3Y | +158.3% | -2.7% | +161.0% | +158.2% |
| 5Y | +211.6% | -80.2% | +291.8% | +210.0% |
| All | +284.2% | -72.8% | +357.0% | +290.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling