+172.4%
CEG vs GRAB
-18.9%
+191.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.7% | -0.2% |
| 7D | +1.3% | -13.9% | +15.2% | +4.9% |
| 30D | +8.8% | -17.2% | +26.0% | +13.6% |
| 3M | +17.0% | -7.9% | +24.8% | +18.4% |
| 6M | -8.7% | -23.2% | +14.5% | -3.6% |
| YTD | -16.4% | -39.1% | +22.6% | -6.6% |
| 1Y | -1.8% | -42.5% | +40.8% | +11.4% |
| All | +172.4% | -18.9% | +191.4% | +187.6% |
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