+99.4%
CB vs GRAB
-71.6%
+171.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +0.4% |
| 7D | -0.5% | -13.9% | +13.4% | -0.3% |
| 30D | -3.1% | -17.2% | +14.1% | -2.8% |
| 3M | +4.2% | -7.9% | +12.0% | +4.3% |
| 6M | +4.7% | -23.2% | +27.9% | +5.0% |
| YTD | +8.8% | -39.1% | +47.9% | +9.5% |
| 1Y | +22.6% | -42.5% | +65.2% | +23.4% |
| 3Y | +70.6% | -18.3% | +88.9% | +70.3% |
| 5Y | +99.4% | -71.7% | +171.2% | +98.3% |
| All | +99.4% | -71.6% | +171.0% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling