+419.8%
CAT vs GRAB
-71.2%
+491.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.7% | -5.3% | +7.0% | +2.1% |
| 30D | -6.6% | -8.6% | +2.0% | -6.0% |
| 3M | -13.3% | -1.2% | -12.1% | -13.3% |
| 6M | +11.6% | -16.6% | +28.2% | +12.9% |
| YTD | +42.9% | -31.5% | +74.4% | +46.4% |
| 1Y | +95.4% | -32.3% | +127.7% | +100.3% |
| 3Y | +196.6% | -10.7% | +207.3% | +197.2% |
| 5Y | +321.7% | -67.9% | +389.5% | +316.2% |
| All | +419.8% | -71.2% | +491.0% | +427.7% |
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