+604.3%
CEG vs GRAB
-46.0%
+650.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.6% |
| 7D | -4.8% | -10.8% | +6.1% | -3.6% |
| 30D | +2.3% | -15.5% | +17.8% | +4.1% |
| 3M | +15.6% | -9.0% | +24.6% | +16.5% |
| 6M | -5.0% | -21.6% | +16.6% | -2.9% |
| YTD | -19.0% | -38.9% | +19.8% | -15.1% |
| 1Y | -10.0% | -44.8% | +34.9% | -4.6% |
| 3Y | +163.9% | -18.4% | +182.4% | +170.2% |
| All | +604.3% | -46.0% | +650.3% | +608.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling