+168.0%
CB vs GRAB
-72.8%
+240.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.9% | -5.0% | +7.9% | +3.0% |
| 30D | +7.3% | +11.3% | -4.0% | +7.2% |
| 3M | +9.4% | -12.4% | +21.8% | +9.5% |
| 6M | +19.6% | -10.7% | +30.4% | +19.7% |
| YTD | +21.5% | -35.1% | +56.6% | +21.9% |
| 1Y | +28.0% | -41.5% | +69.5% | +28.5% |
| 3Y | +74.9% | -2.7% | +77.6% | +74.5% |
| 5Y | +108.1% | -80.2% | +188.3% | +103.7% |
| All | +168.0% | -72.8% | +240.7% | +176.8% |
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 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