+203.9%
CAT vs GRAB
-11.7%
+215.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.0% | +6.0% | +2.0% |
| 7D | +5.6% | -6.1% | +11.6% | +6.8% |
| 30D | -2.3% | -11.2% | +8.9% | -0.2% |
| 3M | -10.0% | -2.4% | -7.6% | -10.0% |
| 6M | +21.2% | -18.3% | +39.6% | +25.3% |
| YTD | +44.4% | -34.9% | +79.3% | +55.5% |
| 1Y | +96.3% | -37.4% | +133.7% | +112.6% |
| 3Y | +203.9% | -12.6% | +216.5% | +195.1% |
| All | +203.9% | -11.7% | +215.6% | +195.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling