-42.1%
CCI vs GRAB
-72.7%
+30.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.2% | +0.3% |
| 7D | +0.2% | -6.1% | +6.2% | +0.3% |
| 30D | +0.5% | -11.2% | +11.7% | +0.8% |
| 3M | -16.3% | -2.4% | -13.9% | -16.3% |
| 6M | -13.9% | -18.3% | +4.4% | -13.5% |
| YTD | -12.4% | -34.9% | +22.4% | -11.4% |
| 1Y | -15.2% | -37.4% | +22.2% | -14.2% |
| 3Y | -9.9% | -12.6% | +2.8% | -10.5% |
| 5Y | -50.8% | -69.7% | +18.9% | -52.6% |
| All | -42.1% | -72.7% | +30.6% | -44.3% |
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 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