+285.1%
CAT vs GRAB
-72.0%
+357.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | +1.7% | -0.9% | +2.6% | +1.8% |
| 30D | -24.6% | +5.7% | -30.3% | -24.9% |
| 3M | -28.5% | -11.0% | -17.5% | -28.0% |
| 6M | -34.8% | -8.8% | -26.0% | -34.6% |
| YTD | +5.9% | -33.3% | +39.2% | +8.5% |
| 1Y | +6.8% | -43.4% | +50.2% | +10.6% |
| 3Y | +161.1% | +1.8% | +159.2% | +160.2% |
| 5Y | +213.4% | -80.5% | +293.9% | +211.3% |
| All | +285.1% | -72.0% | +357.1% | +291.0% |
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