+17.1%
CDNS vs GRAB
-19.7%
+36.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -6.5% | -12.0% | +5.5% | -3.9% |
| 30D | -13.0% | -19.5% | +6.5% | -8.8% |
| 3M | -26.0% | -8.0% | -18.1% | -24.8% |
| 6M | -2.8% | -22.2% | +19.4% | +2.2% |
| YTD | -8.8% | -39.7% | +30.8% | +0.7% |
| 1Y | -15.8% | -43.2% | +27.4% | -6.0% |
| All | +17.1% | -19.7% | +36.9% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling